I dont think he did covert to Islam. Jermaine was a Muslim. And Jermaine said Allahs love. But the rest of his family is Christian aside form Latoya who I think lost faith in faith. His mother is a Jehovas witness, didn't believe in birthdays.
Michael didn't like the restrictions on fun/pleasure in religions. He believed in God but he wasn't a jehovas witness, he loved holidays and birthdays and it's doubtful that he move to an even more strict religion.
There are a few articles from 2008 saying Michael became a muslim in a friends house, they also refer to him as "Jacko" as in wacko-jacko. I can't put much weight in these stories as it seems it is just trying to dis on Islam again and making it a religion for crazy people. They all quote the (uk) Sun as their source and if you read that one its a total hit piece. It amazes me how newpapers writers get away with simple cut and paste of the EXACT same story and pass it on like they wrote it. http://www.thesun.co.uk/sol/homepage/sh ... 954666.ece
It's not that odd, given that he'd been interested in it for some time, his associations and that he was encouraged to by his brother, Jermaine. Even if he didn't like the restrictions on religion, I doubt that would've stopped him from believing what he wanted to.
Ultimately though, whether he was a Muslim or not, should become apparent at his funeral.