Ocassionally (VideoLAN) player generates error message that it does not support "undf" audio or video format. Such message is actually what makes some users to try to convert their (usually perfectly fine) media files to something else. This error is prompted when a proper decoder for the video format is not loaded in VLC.
So for example .mpeg videos can occasionally cause this error. You do not need to convert anything, you need to check for a new version of VLC player or codecs. Sometimes partially downloaded files cause this error, in this case you need to either finish the download in process, or download the file again. You will not find any converter that recognizes "undf" format anyway.Open UNDF file Open MPEG file