they shouldn't become pdf, i can see PSD, but the other one is text. When you save the file make sure your file format says jpg. do a SAVE AS, and where it says psd in the drop down box, choose jpg
i'm still not sure what you were trying to do. at first i thought you downloaded the pdf from this site so you can save it as a jpg.
but i guess you were working with an image. you don't have to start over, get what i assume is the PSD file (or maybe you saved it as a PDF after all), you should be able to open it in photoshop and save it like i described above.