As mentioned by Deyi Chen, there is no way in SAP standard to change the article type. (Addtionally: in your case, the sales set also needs a BOM and depending on your customizing, you wouldn't be able to change that - so where should the BOM come from if you could change the article type?)
If you want to use SAP standard, you have to create a new article. You could try if you can use transaction WRFMATCOPY to copy the maintained data from your old article to the new article.
Hope it helps.
Regards
Tobias
