One of my best friends works for Embry-Riddle now as an instructor. He converted Canadian licenses to FAA ones. The foreign pilot verification form is posted on the North American Forum. The first step is to submit this to the FSDO at which you want to do the conversion. Then once that is approved you go to the FSDO and have them issue you a US Private Pilot Certificate on the basis of your foreign certificate.
Then you have to take written tests and checkrides for any higher certificates or ratings that you would like. This means getting some dual instruction somewhere.
If you go to a good flight school they will know how to organise all this paperwork for you.