If you're searching on the net for HDR specifically, then it's no surprise that what you're finding has .hdr extensions. What you might be better off looking for is IBL images, which will probably come in jpeg format already.

If it is specifically HDR images you're after, then there's no point in converting to jpeg or other image formats, since you then lose the very thing you're looking for - the high dynamic range. jpegs, bmp, and so on all work in LDR, and so lose all the extra image info which HDR posesses.

JonTheCelt