Try this (ren stands for rename):
ren *.XXX *.YYY
and of course, switch XXX and YYY for the appropriate extensions. It will change from XXX to YYY. If you want to change all extensions, just use the wildcard again:
ren *.* *.YYY
And, since you have thousands of files, make sure to wait until the cursor starts blinking again indicating that it's done working.
