The .CEL files produced by Affymetrix stations are in a binary form that is only readable by softwares developped by Affymetrix. You probably want to have direct access to your data, and play with them the way YOU want, so you'd love to have them in a text file readable by any routine. Fortunately, the company released a tool to do this convertion.
To do this, install these two files (md5 = e947c4b8eed72610180020ff38f40685) in a directory of a Windows PC computer. Copy your .CEL files in this same directory and double clic on CellFileConversionTool.exe You want to convert format 4 into format 3, so click on this option and press return. After the (long) run, your datafiles are converted in a text format.