Is there a program to convert AHDL to VHDL?

Actually there is no real need to convert AHDL in VHDL as Altera still supports AHDL. The only bottleneck is in simulating your designs but you can have the EDA writer put out a 'functional' netlist for 'RTL' simulation. Not ideal but it works. You can also appreciate that conversion AHDL into VHDL doesn't make the code any prettier or better maintainable, I guess. I haven't tried to convert AHDL to VHDL yet, but if you look at the Verilog to VHDL conversions Altera has done on some example designs you get an idea.

Xilinx providing an 'xport.exe' of course is a way to lure Altera customers :(

I suggest you stick with most of the AHDL code as it is, and convert the modules you have to work on by hand.