First off, welcome. Second, I hope you brought your fire retardent suit because you will definitely be flamed for asking such a noobie question. You have to use the search function for the basic questions like yours. To learn more about the 240SX, read through the FAQ from the home page at
http://www.240sx.org/faq/index.html There's tons of great info in there. As far as doing the S15 conversion, most of the sponsors sell the necessary parts for the conversion and should also have the info for what all is needed (basically a hood, fenders, front bumper, headlights, S14 core support). Price depends on how many corners you want to cut and how much you can get things painted for. I've laid out a pretty good starting point. The rest of the journey is for you to complete on your own. Good luck.