||Thanks Dan (again),
I did what you said and it worked! I renamed all the files (from .grd to .asc) and then used ArcToolbox to convert ASCII to raster. Everything seems to be ok.
However, I have an additional problem. I have to convert 7000 .asc files to raster. I tried using the application that you had left the link for, but the program is used to convert ASCII raster to ESRI GRIDS. What I need to do is to convert .asc files to raster; converting one at the time will take me months (because in ArcToolbox ASCII to raster conversion tool, I can only choose one file at the time). Do you think that there is a way of converting more than one at the time? Thanks a lot, it's really important and I have no experience in all of this...