This is not the most obvious thing to us new people. I saw a post using Bittrex but even that is more difficult than necessary.
First thing to do is look at your wallet and see how many steem dollars you have.
In my case I currently have $0.195 Steem Dollars so you are not going to see impressive numbers and changes, but I will show you how to do this.
Next look in the upper right corner by your avatar menu. To the Right of that is 3 bars that are a menu symbol. Click on that.
In the menu that opens up click on Market.
To the right are the prices people are ASKING people to pay for steam. To the left is people who have posted BUY orders and are hoping people will sell to them for that price. (you can play the market if you like)
Decide how much you are willing to pay in steem dollars and in the section under the left type the price you are willing to pay for each steem dollar into the PRICE field.
Skip the Amount and just type the amount of STEEM DOLLARS you wish to convert into the TOTAL field. It will automatically calculate the amount for you from there.
Click BUY STEEM. This will pay a market order. If someone is interested it will happen almost instantly.
If they don't buy it instantly it will show up under open orders that also has a CANCEL link you can use to cancel it.
Once someone sells to you check your wallet again.
As you can see I now have no Steem Dollars but I have 0.063 STEEM.
Click on the STEEM menu
Click on POWER UP.
Be sure to read that so you understand what you are committing to.
Enter the amount of STEEM you wish to convert to STEEM POWER and click POWER UP.
Check your wallet and your new steem power should be there.
EDIT: For clarification it was NOT Craig-Grant's bittrex post I was talking about. I only just now saw his video. That is another method and there are some important reasons to consider it instead of the easier route above. I will link to Craig's post here so you can check it out: https://steemit.com/steemit/@craig-grant/how-to-transfer-and-sell-steem-or-steem-dollars-on-bittrex-com
EDIT 2: Another frustrating thing is last week someone told me I should use the Hamburger in the Market on a post. I laughed and indicated I didn't understand what they were talking about. His post AND MINE were up voted yet no one bothered to tell me what he was talking about. I didn't know about the MARKET it is not obvious to you as a choice when you are in your wallet. I found out a couple of days later. Well this post at least explains it to people. I hope this and Craig Grant post are of help to everyone.