How Do You Batch In PS 7?

I've come across this link in the Memories http://www.livejournal.com/community/icon_tutorial/235051.html but it didn't help much, I suffered the same thing (about feather not being valid or something) how do you just convert from a .gif file to .jpg I've about 50 + images in .gif and I want to convert them in .jpg

Any necessary step, options to change? when using File > Automate > Batch, any links/replies is much appreciated