Thanks to Pixel It Digital, I found a easy way to switch to what you want.
1. Open Applications-Utilities-Terminal and launch it
(You see your terminal and all your last login and your computer id with a $)
2. Now type in (with your 1, just 1 choice of formats-.pdf, .jpg, .tiff, .bmp...
defaults write com.apple.screencapture type (.pdf, or .jpg, .tiff, or .bmp...)
3. Restart your computer. Just Kidding! (I know Jag. takes forever to reload!) You don't really have to restart the computer...
That's All Folks!
Your screen captures will be in .jpg, or whatever you chose
In case you need another website to reassure you
Also if you didn't know, you can open a program called "Grab" in utilities to capture screenshots
