Warning - lots of images!
Firstly, you need to get the DDS files from somewhere. This could be from someone else, wherever. I normally get them directly from the game files. Follow the linked tutorial (How To Extract Files), above, and make sure you select the UI.sga. This is the archive with all of the DDS images used in the game UI. They can typically be found in:
After this, you don't need the Mod Helper at all. You'll need the DDS Converter linked above, installed wherever you want. Open it up, and look at the program. You can add files to be converted, delete them (from the list, not from your hard drive - don't worry!) and view them also.
You can add multiple files, as I'm doing here:
The next step is to set the output folder (similar to how my Mod Helper works) - create a folder anywhere for this.
You then get a confirmation prompt, and after a short animation per file processed, a completion dialogue.
If you check the output folder you selected, they'll be there in the format you chose (I default to PNG, for transparency support and the fact that it's lossless).
Complete imgur album link here. If you want to turn things back into a DDS file, try using the (confusingly-named) DDS Converter (v1.4). I recommend giving the installed application folders less confusing names!