CNCzone.com is a good place to start.

It is a steep learning curve, which I am still on at the moment, having personally taken the plunge.
From the start, I would recommend you read as much as you can about various conversions. You then should decide whether you wish to use Stepper motors to control your machine, or servo motors (not the same as RC servos!), both have pros and cons. Next, you should decide how much you are prepared to DIY. If you are competent with electrics and/or electronics, you can save yourself some money by building control boards from PCB's and or kits, constructing your own PSU's etc.
I chose to use servos, and have built three servo control boards called the UHU servo. These cost about £100 for three kits and can control very large machines if required. I purchased three Electrocraft servo motors off ebay for £60 which came with the necessary encoders, and I am using EMC2, a linux based CNC controller. The latter is free to doanload at linuxcnc.org, and has modest hardware requirements- I'm using an old Compaq Pentium III 733Mhz with 512Mb RAM, 10GB harddrive and an old Geforce 2MX graphics card, cost nix as it is all salvage. I'm using an old 12" LCD monitor which I found thrown out in a skip- which works great at 800x400. That system runs EMC2 very well indeed, you can run it on more modest requirements, but I wouldn't recommend going for less than a Pentium II machine, which can be picked up for beans these days anyway.
If you must remain with Windoze, then Mach III is a popular application. However you will need a better machine to run this program, probably 1.5GHZ or higher,
At present I am planning my motor power supply, then I need to get my mill and fit the motors which will use tooth belt drives. I expect the full conversion to cost about £300 plus the cost of the mill, and that is doing all the work myself.
If I had used stepper motors, the cost would have been less, possibly nearer £200, but servos do give better performance IMO.
Andy