This will really depend on what you are currently using for your current site.
For example, if you use JSP, then you will no longer be able to use this if you switch to windows account.
In a nutshell, generally changing between account types will require that you:
1. Download all files and databases.
2. Contact support.lunarpages.com (web) or firstname.lastname@example.org (email) requesting the change
3. upload files and resetup databases.
4. resetup any email addresses you currently have.
5. change nameservers for your domain (you will be provided the nameservers once the change is made)
NOTE: When you change the nameservers, it takes approximately 24-72 hours for worldwide propagation, so it is recommended to access the old account via the server name and check webmail for any email that may have been delivered during the propagation period.