Even easier:
1) Open the file in ITKSNAP: File>open>greyscale
2) Save the file in Analyze format (paired .hdr and .img files). File>save>greyscale; in the dialog window that opens, enter the name you want to save the file as in the Filename box, but instead of using .nii at the end use .hdr (e.g., instead of image.nii, make it image.hdr). This will automatically change the Image File Format to 'Analyze' (which is what you want).
One issue: it seems to reorient the file (at least it did with me). I think this is because Analyze doesn't deal with orientation in a consistent way (I've even had the same file open left-right reversed on different computers, even though they were both running the same image processing program!).
-Tom