Here you go, follow the directions in the link below. First choose your .mac account in Mail and delete it, you won't lose any mail, it's all still on the Apple servers.

Here's another link with some tips if you get stuck, it also has the instructions on how to set it up.

Make note Apple requires you to have a good password for it to work, 8 characters at least, one capital letter and one numeral. If you don't have that go to iCloud and change it first.