Microsoft Office displays the Convert File dialog box when you try to insert a picture into your document with a file type not usually associated with images. For example, if you try to insert a text file (*.txt) into your document as a picture, Microsoft Office can't immediately understand how to do that.
In the Convert File From list on this dialog box, select one of the appropriate image file type formats and then select OK. Microsoft Office attempts to convert the file you selected to an image format it can understand and insert it into your document. If Microsoft Office can't convert the file to an appropriate image file, you'll see an error message. You can try selecting a different option in the Convert File From list, but not all file types can successfully be converted to an image format that Microsoft Office understands.