like others, not sure why you would want to, but should be able to be done... if you have a 1" threadless fork right now, just pull it out, change out the headset (to a threaded one) and put a threaded fork in. one thing to note though is that you have to make sure the threaded fork is the right size for your head tube. it's not as easy as getting a threadless one and cutting it down, or putting some spacers in... has to be more exact.

but should you switch out the headset and get the right length and diameter fork, you should be fine.