You have to setup conversion, and insert corresponding javascript into your conversion page.
Than make your AdWords campaigns to focus on conversions instead of clicks.
This, if you would like to do it yourself. However, the display advertising space is not currently as turnkey as search advertising, so in most cases you're better off handing off the trafficking of the campaign to an ad network. Quantcast and RocketFuel are two that focus specifically on delivering conversions, and both consistently beat Google on CPA (cost per action). Disclaimer: I currently work at Quantcast.