There are indeed natural gas tanks but trust me when I tell you not to go that route, LNG is dangerous stuff, Far more so than LP.
The difference is the BTU's per cubic foot, Propane is much "Hotter" so you need to replace the orifaces and/or Regulator.
First: Check regulator output pressure, if you do not know how you may google the procedure and if you are comfortable try it, or better yet hire a pro. Only takes a couple minutes, so the cost should be 1 hr's labor (about 100 bucks)
Next. If the pressure is high (one way to accomplish it) replace the regulator, That may be all you need to do.
Else the orifaces (gas jets) will need to be replaced with smaller jets
And that is all there is to it, Furnace, Water heater, Oven and Stove, total six jets. many of them different sizes, Make thht 7, forgot the Refrigerator.