with AOL or Graphic Workshop Pro.
you can thanks AOL for 99% of all the ART files out there.
another easy way to "convert" is to use the print screen method...
open Paint or what ever image program you are using, then open the image you want to convert. Make sure you maximize the image. Once you get the image to it's max size hold down the ALT key and press the print screen button. You have just now made a copy of your screen. Open a BLANK new page on what ever image editing program you are using and PASTE. a litte bit of editing and save as bmp, jpg, gif.
This is what i found on .ART files on the web.
http://members.aol.com/oldnelly77/page5.htm
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