There was just a long discussion about this.
If they are dot mpg, they are MPEG Program Stream files. Those can be opened in Compressor ($50) and transcoded to an editing codec. A somewhat cheaper alternative is to use MPEG Streamclip, but you will need to get the MPEG-2 Playback Component from Apple. ($20). Both Compressor and MPEG Streamclip can do batch conversions.
If you just need to change the codec, you can right click on the files in the Finder and choose Encode Selected Video Files.
If they are Transport Streams, use MPEG Streamclip.