Hi all, This might sound silly to you, but how do I use this program?

I have downloaded it & want to change a design from ART to Jef. I have tried but a box pops up & says, Cannot use this machine type, choose another format. But it doesn't have the Jef on the list. Am I doing something wrong?

I am new to all of this, so any help at all would be great. Many thanks inadvance.

Tre.