I think that depends on what you want to convert. A good place to start would be getting your pda apps into ms outlook. I don't think there is any magic program that will convert it all, but if you can give more detail I'm sure someone can help.
I had an old Pam m100 (dinosaur) and I was able to beam all my contacts into my new Axim, one by one, of course, nice and slow, but it worked just fine!!
A friend of mine saved each one of his contacts in Palm Desktop as vCards. He then double-click on each one and they added right into outlook. I had too many contacts to do that, but it worked well for him.