Before you go out and buy a conversion kit, examine your dryer closely. Find and read the manual: look for the words "convertible," "dual fuel operation" or "convertible adapter." This is a sign that your dryer can be converted to propane, and most modern dryers are built to do this. However, if you have an older gas dryer, the only solution may be to purchase a new dryer because some models were not designed to be converted.
The first step in converting your dryer is to purchase the right conversion kits. There are many kits available -- search for one designed for your dryer brand and the range of models that your dryer falls into. Many dryer conversion kits fit a wide number of dryers, so the search should not be too hard. Also ensure you buy a natural gas to propane kit, not a propane to natural gas kit.
Conversion kits come with a new adapter head for your dryer's gas line with one or two connectors designed to fit your system. This is all you should need for a dryer that is designed to be converted. The kit comes with instructions for removing the old adapter and replacing it with the new version.
Remember that you are working with potentially dangerous gas so follow the conversion procedures to the letter to avoid the possibility of combustion or gas leaks. You will need to shut off the gas line to the dryer entirely if the dryer is hooked up a gas line already. Also remember to unplug the dryer, before you begin working on it, to avoid the possibility of electric shock.