How to convert jfenc format files to mp4 format files?

By now we know that the pipi player can play its downloaded file. But can other players do so? Answer is YES!. How: After you have downloaded the file, locate the completed downloaded file(s). [use menu 2, drop down two]
To save as, use option <E>. You get *.rmvb. You can now play using players like VLC. I believe many of you are looking for this solution. If you have rename, well -- too bad.

Once the files (use separate directory) have be renamed, you can use a converter to convert to other format.