I have a plane and object. Got some settings to a level and stop and now i want to convert that particles so that i have separate objects. When i click the convert button the particles disappear but i can seen in the out-linear where they have gone.
They don't disappear, they move to the location of the original. You have to remove the Rigid Body you added to the original, then convert the particles. You can later select all the duplicates and add a Rigid Body to them all using the Physics tab in the Tool shelf.