how many frames did you shoot? the short answer (in photoshop) would be to create an open -> save as action in photoshop then run it as a batch process under the file -> automate menu option. sounds confusing but it really isn't.
I'll take a look at that. I actually never installed the software from Nikon. I assumed it was "throwaway". Is it decent?
I think Nikon's free software will allow you to do a basic conversion. Capture NX is available as a trial except for with the D3 and D300, and has some good reviews and some negative reviews. Canon's equivalent is free with all of their cameras, and is now decent as a introduction to RAW, although the third party software is more powerful IMHO. You can always try Bibble as a trial (full featured) as well.
I use RAWTherapee (freeware) and really like it. Not sure of batch capabilities though, never tried... Also, there's a freeware program called PhotoScape that will convert RAW images, although it does it's own auto levels but for the most part I think it does a great job and converting and I know for sure it does batch processing...
I use a freeware program called IrfanView (www.irfanview.com). It's great for quick image viewing, has some editing capability and supports most image formats via plugins. The one shortcoming that I've found is that it drops EXIF data when converting from NEF to JPG. For real editing I use GIMP with the UFRAW plugin.