It appears that my workflow rule which should be triggered when a lead record is updated and the lead status = closed - converted, only is triggered if I click edit and manually update the status.  My rule is not triggered when I click lead conversion even though the status is updated to closed - converted.  Is there anyway to trigger a workflow rule when a lead is converted?

It appears that my workflow rule which should be triggered when a lead record is updated and the lead status = closed - converted, only is triggered if I click edit and manually update the status.  My rule is not triggered when I click lead conversion even though the status is updated to closed - converted.  Is there anyway to trigger a workflow rule when a lead is converted?