Being an Hindu, there is no rules that You cannot change religion.
If You want to change religion, You can simply proceed to a church or get baptized in the church.
Be warn of Christianity and Islam. There is nothing wrong with these religions but once You convert to these religions, what I know is You can't change.
It is like why You never get Your Boyfriend convert into Hindu?
Being a Hindu , or Taoist or Buddhist ... You still can pray to Jesus and other gods and dieities.
I have Hindu friends who have Jesus, Mother Mary, Guan Ti, Tua Peh Kong in their Altars.