The biggest problem is compression. Methane is stored into tanks using a 4 stage compressor. They are expensive due to economies of scale, but I've considered using a paintball CO2 compressor. The problem is I don't have a few thousand for an experimental buy.

Some will claim the conversion costs $12,000 and they are right, but only because in order for it to be "legal" it has to be done by someone who is "nationally certified". In other words, the oil industry has their paws wrapped around nearly every aspect.

Another advantage of CNG (compressed natural gas) is that it can be added in addition to gasoline. A diesel engine, however, does require a mixture of about 20% - 30% methane to run.

Here's a guy who did it himself:

http://www.youtube.com/watch?v=QYP2ZRwq9EE