You will also need to change out your pots to either 500K or 250K (there are other values, but these are the more commonly used ones - 250K will help to tame the highs on the JB if they're too icepick-like for your tastes, 500K allows more treble to pass through and 1Meg allows even more high-end). EMG's come with their own specific pots (25K, I think - someone please correct me if I'm wrong) because their value is much different due to the pickups being active vs. passive (no batteries). Everything else should be fine. The other thing you will want to decide is how to you want to wire them, i.e., do you want coil splitting, series/parallel options, etc. Check out SD's wiring diagrams area to see what options you have.
Rewiring your guitar is not really all that difficult, but unless you have some degree of experience with it I'd recommend taking it to an experienced local tech you can trust to ensure a good, clean, solid wiring job.
Hope this helps!
