Cheryl,
You're right!  I should have said Horizon Link.  I do everything on the computer then send it to the machine so I don't know why I wrote that the way I did.  Once I updated Horizon Link, it read the dst files so I'll be able to send them to the machine. 
The .jef files on the desktop can be clicked and they open in HLS but I have to first open HLS and select "open" to open the .dst files on the desktop.  But at least they open now.