Alien can convert Slackware packages to rpm, deb, but doing this is somewhat flaky. Each distro has its own method of putting binaries, docs, other stuff in certain places, which varies from distro to distro. You can also just move your tgz's to / and 'tar xfzv package_name.tgz'. This will place things in the 'right' place.
My question is why would you want to move away from Slackware?