How do I change a disk partition map scheme from MBR to GUID Partitions Table?

Question

I just finished the huge download of Mac OS X Lion, started the installer, and now I have a problem. The installer says that I must have the GUID-Partitions Table Scheme.

The problem is that when I go into the disk utility, I can't change the format anymore, because I have Master Boot Record as type.

Can anyone help me, please?