Honestly there is no good reason (except for looks) to convert from threadless to threaded. Threadless is far better and stiffer.
That being said I don't see the issue. If you are staying with the same diameter (most likely 1" )then all you need is a new stem and headset. Take the fork down to your LBS and have them thread it.
I would avoid this if you have a 1 1/8 headtube. Threaded 1 1/8 headset are hard to find as are stems.
-cheers
__________________
I'm not one for fawning over bicycles, but I do believe that our bikes communicate with us, and what this bike is saying is, "You're an idiot." BikeSnobNYC