Being a bit of a GURPS fan and playtester, I will try and see what I can do to help. First, let me just say that a number-crunching "put a d20 character in and get a GURPS character out" conversion would be, in short, quite a pain to create. I am sure someone will try it, but it is not really necessary. What you want to convert is concepts. It should be very easy to do.
Now, my question is, are you converting to 3rd Edition GURPS, or the new 4th Edition? That will make a small amount of difference, but not anything that can't be compensated for in the long run.
For converting Undead into GURPS, I would first suggest getting your hands on GURPS Undead. It is a wonderful book handling all sorts of concepts on creating and using undead in any GURPS setting.
Failing that, I would try picking apart the d20 undead and work on picking similar concepts in GURPS. In several GURPS books you could find ready-made undead, plus templates for making just about anything undead. There are also some great websites out there with creatures and templates available.
You can also go to the new Steve Jackson Games web forums and post the questions you have, folks there (myself included) could provide help with any specific questions you might have.