Hi James
Welcome to DIY CNC. Yes there is a ton of info on them DVDs. I hope you got the one on belt drives as well as CNC conversions. You'll need the belt drive conversion first, the plastic gears on top and inside the head won't last long they get hot and strip the teeth off real easy, and it's hard to get replacements from Grizzly. They seem to always be on back order.
Good luck with your conversion. I did mine last summer. I did the belt drive first thing, and replaced the motor with a 1.5/3 hp tread mill motor and a KBIC 125/225 motor driver card and 25 amp fuses for the KBIC it will handle a lot more current. I have a 12x36 Clausing lathe which made conversion easier but it is a project you can't do in a day or even a month. Take your time and you will be happy with the results.
Happy Machining
CH