All our free designs are offered in PES format but designs that are available for sale are in all format including JEF.You can download CatalogXP which allow you to convert files ,please have a look at this link:
http://www.annthegran.com/Product.aspx?t=1&i=2567
If this does not resolve your issue, please feel free to send us an e-mail at support@annthegran.com. Our email support hours are Monday to Friday 9am to 5pm Eastern Standard Time, and Saturdays 10am - 6pm.