Ionutz, there is a reason that certain effects work at different times.
The Convert object type WILL change an object from a path object to an image object, or vice versa.
However, this does have certain limits. There are effects one can apply only to path objects, and some only to image objects. However, some effects you can apply to a path object will convert it...So be observant...
It's a good idea before you convert a path object to an image object, be sure you don't have more path editing to do. You might try dragging your path object to the easy palette to save a copy, just in case you need to retrace your steps..
I hope this helps..