You need a hollow axle and a quick release (sold separately). Now here's the trick:
1. The axle has to be exactly the right length to nest in your bike frame's dropouts but not extend beyond the dropouts even a little. If the axle,s too long the QR won't tighten against the frame and won't be able to hold the wheel in place.
2. The axle has to have the same thread pitch as your hub's cones. The easiest way of making sure is to take the bare axle to your LBS and tell them what you're trying to do.
3. What do the dropouts look like on your bike? If they're horizontal you'll want to find a Quick release skewer that has an internal mechanism like one made by Shimano. The ones with an external cam probably won't grab tightly enough.
4. QR's come in different lengths too so be sure to get one that matches what you are trying to do.
Once you've accumulated all the right parts the "how to" is pretty easy. Basically you overhaul your hub and substitute the new axle. If you've never overhauled a hub, check the Park Tool website for step-by-step instructions.
Good luck.