So here is where i stand,
I have gone into the raw menu and told it to change the extension.
when i go into the file explorer in the camera the dng files ( with extension of .jpg) are there,
You probably do NOT want to to use jpg as the extension. In general, you want to use a prefix and extension that are known to the camera, but not the same as the jpeg images. So
CRW_nnnn.CR2 or CRW_nnnn.CRW might be good choices
IMG_nnnn.CR2 or CRW_nnnn.JPG are probably not
If you don't intend to use video functionality, you might be able to use MVI_nnnn.MOV edit: looks like this option is not available.
is there a different explore program that i can use?
You can use a CHDK PTP extension client to download any files
http://chdk.wikia.com/wiki/PTP_Extension but this may be more complicated to set up.
or could it put them into a normal folder instead of a .tmp folder?
I don't understand what you mean. There should be no .tmp folder.
You should be using the "RAW File in Dir with JPEG" if you want to see the files over USB.
What camera are you using?