State or eeprom? The proper extension would be .pj* or .eep (.fla if the game uses flashram); it depends on the type of save. You could just rename the file you downloaded, but I suspect that it's not a Project64 save anyway. Eeproms are usually cross-compatible, states are not.
If it's a mempak save, I don't think those are cross-compatible either unless they're made with N-Rage's plugin.