Greetings Lynz, and a warm welcome to the forum.
To convert to Islam is fairly straightforward. You say with your tongue, while believing firmly in your heart, a declaration called in Arabic, the shahaadah. It translates roughly as, "I bear witness that there is no God (and therefore none worthy of worship) except Allah, and I bear witness that Muhammad (may the peace, blessings and salutations of God be on him), is the messenger and slave of Allah". You would say it in Arabic, either repeating after someone, or reading the transliteration in English text.
That's it. You might have heard statements such as, "so and so took her shahaadah". It means she did the above, and became a Muslim.
Ideally this is done in front of witnesses, such as in front of a couple of sisters at your local mosque. But you could do it with your friends.
Once you become a Muslim, certain things become mandated on you such as prayer five times a day, which you would slowly learn.
Perhaps you don't know how to bring up the subject with them? I don't think you should feel embarrassed at all, and I think they'd be delighted, as opposed to offended. Perhaps you could bring it up in an indirect way for a while, which could be, I love how you cover your hair, or it could be in the form of a question, such as how they manage to pray five times a day. Then gradually you and them both would start feeling comfortable, relaxed and used to talking about it. Otherwise, you could just be direct, and say, I'm really interested in becoming a Muslim, and take it from there.
Do you need any help with the core beliefs of Islam? There's some info on the beliefs here (apologies, it is a work in progress): http://www.leafletonislam.blogspot.c...t-leaflet.html
Please let us know any help you need with beliefs, how to approach your friends or anything else at all, and also let us know if this hasn't really helped. We're here to help.