I guess I'm not sure what you mean. You said "When I capture from PD 11 I get MPEG files and I see no option to change this..."
What do you want to change this to?
I have an Canon HV30 HD tape camcorder and my
two primary capture programs both capture as 1440 by 1080 mpg2 files. Neither allow you do do much else in terms of format. PD 11 give you some options for smaller format capture that is not what you want.
There is a free program named "HDVSplit" I have used it. It gives a HDV input and output. You can turn off the automatic split feature if you like. Unfortunately it is also a lossy format capture also.
What camcorder do you have?
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BoilerPlate: To posters who ask for help -- it is nice to thank the volunteers who try to answer your questions !
Anything I post unless stated with a reference is my personal opinion.