You should only convert it if the idea seems fun or challenging. If not just buy the excellent replacement board.
First determine if the -32 you have works. You can install it in the HG and try it. The tunes will be wrong but if it's working it will at least make some sounds of different frequencies. This of course is not a comprehensive test.
You'll need to change the jumpers per this page:
Then you'll need to replace U3 with a 729-51 PROM. These are unobtainable except from a scrap board but there is a conversion kit that uses a 2716 EPROM:
http://nvram.weebly.com/repair--conversion-kits.html. If you have an EPROM burner you can make the 2716 EPROM yourself from the file provided.
There may be other small circuit differences too; compare the schematics, which you can get from ipdb.org.