Well, a quite simple task but still with a few dozen tables this might become quite some work in phpMyAdmin for example.
To solve this, we will use / write a simple bash script:
|for t in $(mysql --batch --column-names=false -e "show tables" DBNAME); |
mysql -e "alter table $t type=InnoDB" DBNAME;
That´s about it, you can replace the third line with other functions too, e.g.: