You can convert all your ebooks to mobi then use 'Save single format to disk'>MOBI (click the small arrow next to 'Save to disk' button or right click on selected books)
NOTE: Use Calibre to manage books, not ebook files, see this
http://calibre-ebook.com/user_manual/faq.html#id29. So stop opening library folder (except some special cases) and try to explore Calibre's GUI.