I found some old threads about this, and didn't see anything about converting being a must.
One thing to remember, once you get it, don't run the machine long with the oxygen turned off at the torch. The back pressure is not good for the machine. I only turn my torch oxygen knob to off while lighting the torch.
Do run it a bit before lighting the torch though, to allow the oxygen to build up and keep your flame steady.
This is one of the old threads I found by searching oxygen concentrator if you want to look for more information.
http://lampworketc.com/forums/showth...or+information