look below for the thread "4x4 does not engage" - i just converted my '01 to a sidekick diff and there is some info there. I got the internal parts from Trail Tough - ask for Brent - explain to him what you want to do and he'll know what you need.
If you want to lock it (like an ARB or Lock Rite) that may be a bit more involved - you may want a steel housing (if you don't already have one) and of course a locker. If your just talking about getting rid of the pneumatic actuator, then that isn't too bad but will cost a few bucks.