I just found out that you can convert your sewing machine to a felting machine with this cool gadget:
Of course, you would probably not want to convert your primary machine, you should have a secondary, tertiary, or other surplus machine since you have to dismantle a few parts.
OR - you could just buy a felting machine:
Brother also makes one.
And I also found this very information website (Fiberella) - here are some FAQ's about needle felting, including some info about using a machine.