It's easy to convert Red, Green and Blue ("FF0000", "00FF00", "0000FF"),
since hex code represents "RGB", for other comon colors you need to use some
references (most HTML books should have basic colors defined).

If you really want to have your "own" color you got to use some tool, and if
you don't any available,  I guess the easiest way is to use on windows
machines  Start>Programs>Accessories>Paint
than from menu bar in "options" choose "edit color" and hit the button
"define custom color",
by clicking onto differant colors you'll notice the changes inside Red,
Green and Blue fields. Convert those integers into HEXDEC and you have you
color.