Lead Conversion Trigger

Below is the syntax for a lead convert trigger.

trigger test on Lead (before update) {
 for(Lead lead:System.Trigger.new) {
  if (Lead.IsConverted)
  //do somethign here with converted leads
 }
}

Below is a more built out example from Jeff Douglas

http://blog.jeffdouglas.com/2009/02/13/enhancing-the-lead-convert-process-in-salesforce/