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On the Glocktalk forum they say that all you need is to change the barrel. You can even still use the .40 magazines without a problem. One guy said he called Glock and said that they .40 mag would work fine.
To convert to 9mm you need a barrel and a 9mm magazine.
There is some discussion that if you want to permanently change to .357 or 9mm that you would then need to swap the ejector.