How do I convert the perfmon counters in the Performance Monitor to something that can log those for me?
Do I need to create a data collector set and go back and select each one by hand? I'm trying to avoid doing it by hand, because I'm lazy.
Once you have the counters you want selected, Right-click "Performance Monitor" (the red circled bit), and select New, Data Collector Set. Go through the wizard, and it should have all the counters you selected already populated in there.
From what I understand in your question, you are simply trying to record your Perfmon results into a report. The method of doing it depends on your OS but if you're using server 2008/Windows Vista/Windows 7 you can either go into Data Collector Sets->System and select one of the default data collector sets (then hit the play button to start recording). These will then record to %windir%\tracing by default.
Alternatively You can Right Click the User Defined section create a new data collector set.
These reports will end up in Reports->Sytem (or User Defined if you made a custom one)
Hope this helps.
There is not much need to convert anything, Perfmon counters are available through WMI, you can use any WMI-capable performance collector (OpenNMS is a popular one which does have appropriate support, although it might appear rather difficult to set up) to turn the data into historic graphs. An alternative is to use NRPE as an intermediate layer which is supported by a multitude of other popular monitoring/graphing systems like Cacti.