The simplest method I know of is to use Elements by Big Ladder Software, although I have never tried personally to do this myself. All the other methods that have been mentioned require two steps using two separate programs : the first to convert the DOE-2 weather file from binary (.bin) to ASCII (.fmt) such as WTHFMT or PKAFT (?), and the second to convert from DOE-2 ASCII (*.fmt) to EnergyPlus epw such as the EnergyPlus WEATHER converter program. Having said this, I would not recommend doing such a translation, as the DOE-2 weather file stores the data in IP integers, so the translated epw will have degraded data that can have strange statistical effects, e.g., if you bin the data by integer Celsius, you'll likely see periodic spikes. My recommendation is to track down the original raw data or an epw built from that data.