u need to set it up on your camera...
nef, i guess u have a nikon camera... yes set it up in your camera
and RAW format
A camera raw image file contains minimally processed data from the image sensor of either a digital camera, image scanner, or motion picture film scanner. Raw files are so named because they are not yet processed and therefore are not ready to be printed or edited with a bitmap graphics editor. Normally, the image is processed by a raw converter in a wide-gamut internal colorspace where precise adjustments can be made before conversion to a "positive" file format such as TIFF or JPEG for storage, printing, or further manipulation, which often encodes the image in a device-dependent colorspace. There are dozens if not hundreds of raw formats in use by different models of digital equipment (like cameras or film scanners).[1]
from wikipedia.com