Can u suggest me a softare for file format conversions
Like
JPEG to BMP, XML to PDF ,PDF to any other file format

From one format to another.

There are scads of conversion utilities out there - and some apps have conversion utilities built in.

For example: Digital Imaging software usually has converters in it for converting jpg to bmp, gif to jpg, etc...

In your various software apps, click File > Save As to see what options are available.

If you don't have what you need, Google will usually find the converter for you by simply searching convert abc to xyz... like this for converting xml to pdf:
http://www.google.com/search?hl=en&q=convert+xml+to+pdf&btnG=Google+Search