Translation:I want to change my dollars into euros.
"convert" is "konverti". It looks like this is used for religion though. http://www.gutenberg.org/files/16967/16967-h/16967-h.htm#letterC http://esperanto-panorama.net/vortaro/eoen.htm
You should try reporting this because in English we could use convert as well as change for this sentence. Include this: http://www.merriam-webster.com/dictionary/convert
Note that "ŝanĝi ion en ion alian", like "change something into something" does not mean exchanging, but turning something into something else. To change dollars into euros would mean you somehow create euros notes from dollars.
To mean you give dollars and you receive euros in exchange, you use "ŝanĝi dolarojn kontraŭ eŭroj" and, though I'm not a native speaker, I'm sure that you'd say "change dollars to euros" (not into) in English.