Tipster Bachir Bekkaye has a helpful tip to try when you're using the PEdit command to convert objects into polylines in AutoCAD.

"If you are converting objects into polylines and you know you will always want to do so when using PEdit, then adjust this setting. Type peditaccept and press Enter, then at the Command prompt, type 1 and press Enter again."
 
Notes from Cadalyst Tip Patrol: For me, this setting is a must. There are two options: on (a value of 0) and off (a value of 1). I prefer to keep peditaccept turned on (set to 1), but if you are worried about accidentally converting an object, leave it turned off.

The PEdit (or Polyline Edit) command can only edit polylines. If a non-polyline object is selected, AutoCAD will ask if you want to convert those objects to polylines. If your response is no, it will ignore all non-polyline objects. If your response is yes, AutoCAD will convert the non-polyline objects into polylines before editing them. Typically if you selected an object with the PEdit command you want that object to be a polyline, but if you selected the object by mistake, you might need to start over.