If you don't have an online converter, it's dead easy to do the conversion on a pocket calculator. You just need to take the coordinates as given by Geocaching.com, enter the degrees and whole minutes into the GPSr, then convert the decimal portion of the minutes into seconds and enter that into your GPSr. To do this, multiply by 60. Example:
N 32° 18.385' = N 32° 18' (.385 x 60)" = N 32° 18' 23.100"