Paint.NET graphics editor uses its own, special .pdn files to save edited images instead some of the common formats.
Most users however, prefer to save images to some common format like standard BMP bitmap format (.bmp). As far as we know, .pdn images can only be opened and edited in the original tool, so you will have to download it (it's free) and save it to something else. But perhaps other programs introduced support for this particular graphics format as well.