Depends on the type of car (hackable computer, fuel injection) and weather you go for a complete conversion or run both petrol and cng (extra fuel rail or reuse old one).

If you have a Honda you can easily reprogram the ECU to compensate for running a different type of fuel (you would simple need to replace the fuel system, which means just a high pressure tank and a regulator) I could see this working for ~$1500.

On other cars you might need a piggyback computer. (source: I converted my car to ethanol which has a few similarities)