I have a Walther P99 .40 calibre pistol.  Is a conversion kit made to
turn it into a 9mm?  I know they make the P99 in a 9mm, but I want to
just buy the barrel and conversion kit if it is made. Thanks!

I contacted Walther and found that they do not produce any such kit. 
But it looks like there is at least one company that does make the
barrel that you are looking for.

Here is someone who has done exactly what you are looking to do.  He
used a barrel from a company called "BAR-STO".
http://glocktalk.com/showthread.php?s=cf64acea15ab477760d5a1958ee6757c&postid=4968625
"You can convert your 40 to 9mm, even 357 Sig.
Bar-Sto makes the barrels. I have both 9mm and 357 Sig barrels."

Bar-Sto Website:
http://www.barsto.com/

Here is the barrel for sale.  It is out of stock, but it says they are
accepting orders.
http://www.impactguns.com/store/BAR-WALP99MM.html

If you require any further information please let me know by posting a
request for clarification and I will be happy to help.

Thanks!

Is this it?:
www.simunition.com/images/conversion.pdf