You will need a new fork, a threadless headset and a stem. Performance sells a bundled upgrade kit with all three that seems like an ok deal to me. If you are doing the labor yourself, there is a lot more you need (you can improvise some of it).

You need to get the old headset cups out of the frame (be careful, but a flat head screw driver, a mallet and patience will do it. Then you press the new cups into the frame (you can make a home made press with a threaded rod, some washers or bushings and a few bolts). The last tricky bit is pressing the new race onto the fork. All of this isn't all that hard, but if you don't feel comforatble with all of that, have a shop do it.