It's not too hard to make such a script. Here's an example script
If you save this script as ~/.gnome2/nautilus-scripts/convert_to_png you will be able to select several images in nautilus, and convert them to png. foo.jpg will be converted to foo.png (was this what you meant by keeping the original filename?)
# Determine image type to convert to based on the name of the script
newext=`echo $scriptname | sed 's/convert.to.\(.\+\)/.\1/'`
logfile=`mktemp -t $script_name.XXXXXX`
tail -f $logfile | zenity --text-info --title="Converting images to $newext" &
for image in "$@"; do
# Determine target image name
target=$(echo $image|sed 's/\(.*\)\..\+/\1/')$newext
echo "$image -> $target" >> $logfile
convert "$image" "$target"
echo done >> $logfile
rm -f $logfile
The script decides what filetype to convert to based on the script's name, so making symlinks for other image types will let you use the same script. i.e.
With the above symlinks, you can convert to jpg and gif as well.
ln -s convert_to_png convert_to_jpg
ln -s convert_to_png convert_to_gif