This works for me. Try quitting your Kernel -- you must have something defined that is interfering.
In[184]:= UnitConvert[Quantity[6.2, "NauticalMiles"], "Kilometers"]
Out[184]= Quantity[11.4824, "Kilometers"]
In your second example, you can't type "8.2 lb" -- you must use Quantity[]. MMA interprets 8.2 lb as "the number 8.2 multiplied by the variable lb" -- it is not a unit.
Regards
