RAW images converting to JPEG at download

[Imaginographer]

For some reason when I download the images from my Canon 7D, the RAW image is being converted to a JPEG leaving me with 2 JPEG images. Any idea why? TIA I'm sure it's something simple.

 

[Garbz]

Download with what? I assume you're using some program to do this, because most operating systems out of the box don't even know what to do with a RAW file let alone convert it to JPEG.