Almost all MRI scanners can output neuroimaging data in DICOM format, a standardized medical image format. Different vendors have developed specific data formats that conform to the DICOM standard and these vendor specific formats are often the default data export type, e.g. PAR/REC on Philips scanners. The analysis of neuroimaging data often starts with converting the vendor-specific data to a data format called NIFTI, since most analysis packages cannot work directly with the original data. The NIFTI format is readable by neuroimaging analysis software such as SPM, FSL or AFNI. Some MRI scanner manufacturers have now implemented the option to export data in NIFTI format directly from the scanner console. This may hopefully make converting data between different formats soon something of the past. If you cannot yet export NIFTI directly from your scanner, there are several free tools around that will convert DICOM and other vendor formats to NIFTI. Below you can find a description and links to several of these tools.
One important thing to realize when using third party tools is that they may change the original data in an unpredictable manner. For example, the orientation of left and right in the image may be flipped in an inappropriate manner, which may even be different for different MRI sequences that were obtained on the same scanner. Make sure to verify the image orientation before starting an experiment or its analysis. This can be easily verified by scanning a phantom with a marker attached or by sticking a vitamin E capsule in the headcoil in a predetermined location.
The Neuroimaging Informatics Tools and Resources Clearinghouse (NITRC) facilitates finding and comparing structural and functional neuroimaging tools and resources. If none of the converters on this page work for you, chances are that you will find one that does work at NITRC.