EVERYTHING needs to be changed.

Fuel tank, pump, lines, etc
engine, transmission, probably rear end gears (deisels don't rev very high at all so they need alot taller gears than gas motors)
Cooling system will need to be upgraded
Suspension will need to be upgraded. Deisels are HEAVY, you'll probably double the weight of a deisel engine/tranny vs the gas setup that comes out.

Basically, if you have to ask, you probably aren't equipped with the knowledge, tools, or money to do the swap.