Converting .hgt Files into GeoTIFF

Hi does anybody know an easy way to convert .hgt file (SRTM Data) into
Geotiff so that i can use them in arc view or erdas imagine? I found
this on another forum...

" I asked the same question last week over on the GDAL mailing list.
(I assume
the .hgt you want to convert is the USGS SRTM-1 or -3 data.)

First, grab a copy of Markus Neteler's "srtm_generate_hdr.sh" from
http://mpa.itc.it/rs/srtm/

This shell program will change the name of the .hgt to .bil. It then
generates the .hdr and .prj files for the ESRI file reader.

If you don't have an ESRI reader, you can use the gdal package.
(http://www.remotesensing.org/gdal/ )

HTH,
Thom"

I have downloaded the srtm_generate_hdr.sh and i can't get it to open
or convert the .hgt files. I have dragged the shell file onto the zip
files and nothing happens. I am computer litterate, however I am
getting confused by lots of the info on the web as it is slightly too
advanced for me!

Any help would be greatly appreciated!

Nick Wood