To easily convert all tables in one database, use the following:

SET @DB_NAME = DATABASE();

SELECT  CONCAT('ALTER TABLE `', table_name, '` ENGINE=InnoDB;') AS sql_statements
FROM    information_schema.tables
WHERE   table_schema = @DB_NAME
AND     `ENGINE` = 'MyISAM'
AND     `TABLE_TYPE` = 'BASE TABLE';

NOTE: You should be connected to your database for DATABASE() function to work, otherwise it will return NULL. This mostly applies to standard mysql client shipped with server as it allows to connect without specifying a database.

Run this SQL statement to retrieve all the MyISAM tables in your database.

Finally, copy the output and execute SQL queries from it.