Hi,
I recently bought a wheel (Halo Aero) which is a bolted wheel. I am looking to change it to a quick release, what parts will I need to do this as well as how would I go about doing this?
Thanks

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.

and if it has a gear cluster on it, that should (and sometimes must) be removed.

The Halo Aero is a fixed gear track wheel. These always use bolts (track-nuts) to ensure a solid connection under force in the horizontal dropouts. Dont use a quick-release on a fixed gear rear wheel, you can never get them tight enough for safety.
If you are using the rear wheel with a singlespeed freewheel then you can convert to QR. You need to find a hollow axle of the correct width. There are some workshops who can cut an axle to the correct size, I have used one who cut the axle a bit too short, it fitted with only 2 threads engaging the dropout, too few for safety.

Having had a QR wheel on a single speed slip on some grunty uphills I concur that for single speed or track/fixie riding your ideal path is to stick with nutted axles. They clamp with more pressure and less operator effort. I was more than happy to change from a QR axle to a solid with nuts.

The trick is the axle nut wrench you need to carry along with your tire levers and spare tube. The trick setup is to get a cheapie dollar bin 15mm box end wrench and using a grinder or abrasive cutoff saw cut the wrench down to about 3 inches long and carry this short box end axle nut wrench in your seat bag or wherever you store your spare tube and other bits.

That's just blatantly untrue, just about 6 feet in front of me I have a fixed gear mountain bike that uses a quick release. It's given me months of trouble free riding (It's new to me) and I don't expect it will give me any trouble in the future.

That's not to say it's not somewhat trickier than a bolt on, you do need to know how to use a quick release properly.

+ internal cam, as mentioned above
Using nuts on track wheels is just tradition. Pros doing the most rigorous mountain climbs on bikes with horizontal dropouts and quick release skewers shows that QR works just fine.

You can if you use an old-school, enclosed-cam QR mechanism.

Indeed. Campagnolo used to offer a quick-release version of their track hubs:

Track hubs are nutted because there is one less thing to snag an opponent's bike in a close race in a velodrome. There is also less risk of a puncture in a velodrome.

That's pretty cool, I had no idea.

But given that quick releases aren't velodrome legal, do you have any idea how this was marketed?

There are other reasons why converting may not be possible. I don't know anything about that particular brand of hub, but if it is designed anything like some others I'm more familiar with, like Formula, it will have cartridge bearings, and a specially designed shouldered axle. I doubt there is a hollow axle made to replace it.

The illustration is from an early 60s catalog; I suspect they were on the market before UCI or whoever decided they couldn't be used.