Perhaps what Mr. Gurkoff meant is that conversion to Judaism cannot be
effected simply by professing belief in Judaism...one must also undergo the
immersion in the mikvah, and (for men) bris milah (circumcision). It is
quite true that one can't do it just by stating that one believes in what
Judaism does, or even by keeping the mitzvot. "Waters of Eden" by (I think)
R. Aryeh Kaplan talks about the mikvah in conversion.
Lesley Rachel Witherspoon