Watermark is always embeded into picture or movie so there is no way to get rid of it by converting to anbother format. None software will do it in the movies - Photoshop can do it with lot of work if you know what you're doing for pictures only.
That's not really the right question... You should be looking for that show somewhere else because a watermark is embedded in the video. So maybe try a different site? the coverting should have nothing to do with the watermark.