Is there anyone who knows how to translate first names into Kanji?
Why would you want to? The normal (and useful) method is to simply render your name phonetically in katakana. Every Japanese person who's made it past the first grade will be able to read it.
Using kanji for a non-kanji name, one that is not natively written with Chinese characters, strikes me as rather bizarre and defeating the purpose. If by "translate" you mean render phonetically using kanji (ateji), you need to realize two things. First, you have less phonetic option in kanji than you do with katakana. Second, unless both your name happens to work out such that it's pronounced like a native Japanese name and
you pick appropriate kanji, it's going to be an unreadable random string of characters not even recognizable as a name. If hiragana and katakana are both good enough for native Japanese names (there are plenty of Japanese with native Japanese names written without kanji) why do you need kanji?
If by "translate" you mean to actually pick kanji based on the meaning of your name and ignoring pronunciation, that's just dumb. What would you think of a Japanese person that asked you to call him "Mr. Thousandleaves"?
Now, it's true that Japanese will often come up with ways to write foreigners names in kanji, like Stefan's examples (I have ateji for my given name, too), but it's much more along the line of a party game than an expectation that you'd actually use them. I've seen my students do the same with each other, coming up with clever or funny ways to write each other's names.