They will do an energy audit and make suggestions for you before proceeding. The audit also includes energy credits available for the conversion.
For a really honest opinion of conversion costs call Jeff, He is the gas guy in the region.
http://www.bbb.org/concord/business-...ia-nh-92015185
You will find you will be better off in the long run to replace the oil burner with a gas burner as oppose to converting the burner.