Stuck trying to translate ArcGrid Binary Data

[rupert at i...]

Hello,
I am looking to translate some binary ArcGrid data to a form such as 
Ascii ArcGrid or tiff to use in a tool such as Teragen or GenesisII.

When I run gdalinfo on the data i get the following:

C:\Downloads\gdal-114-ntbin\gdal114\bin>gdalinfo gx25dem
Driver: AIG/Arc/Info Binary Grid
Size is 928, 918
Coordinate System is `'
Origin = (2722695.925926,6228446.759259)
Pixel Size = (25.000000,-25.000000)
Corner Coordinates:
Upper Left ( 2722695.926, 6228446.759)
Lower Left ( 2722695.926, 6205496.759)
Upper Right ( 2745895.926, 6228446.759)
Lower Right ( 2745895.926, 6205496.759)
Center ( 2734295.926, 6216971.759)
Band 1 Block=256x4 Type=Int32, ColorInterp=Undefined
Min=700.000/1, Max=2797.000/1

Now I want to convert this into something else like a jpeg so that I 
can use this as height data image.

What exactly do I do within gdal_translate? I have tried such things 
as this:

C:\Downloads\gdal-114-ntbin\gdal114\bin>gdal_translate -of AIG 
gx25dem test.tif

With this response...

Size is 928, 918
0.ERROR 6: GDALDriver::Create() ... no create method implemented for 
this format
.

What am I doing wrong? 

Thanks
Rupert