The spelled-out version of such an initialism not only adds nothing to a reader's understanding, it actually might introduce confusion. Lots of computer users will recognize a reference to a JPEG, but how many have ever heard of the Joint Photographic Experts Group? Quiz your computer-savvy friends sometime about what ASCII or ISDN stands for. These initialisms take on a life of their own, and although I think many trends of computerese should be resisted, this isn't one of them.
With borderline cases, in which the spelled-out term actually has some name recognition, and with new terms, I suggest reversing the usual order of things. Whereas you might introduce an initialism in parentheses if you're going to use it on second reference -- the United Nations High Commissioner for Refugees (UNHCR) -- with a technical term better known by its initials it might be better to write DSL (digital subscriber line) connection. This acknowledges the prevalence of the abbreviated form, and it also handily skirts a nasty hyphenation issue, as the fastidiously correct form would be digital-subscriber-line connection.
Note the lowercase letters. The mere existence of an acronym or initialism has no bearing on whether the spelled-out term is capitalized. Joint Photographic Experts Group is a proper noun, but graphics interchange format (the spelled-out version of GIF) is not.