How do you change the orifice from an LP to Natural Gas set up?

You have the change the orifice and the regulator (because LP and Natural gas are at a diffrent pressure). I've used adaptors from a camping suppy store.

this is not totally true. If you look at the side of the regulator, it might have a marking on it that says LP/NG. This is an auto adjust on the regulator that you can use a screwdriver to change from one to the other. However if you don't have the markings then it will need to be changed.