Well some people say that some of the bolts that hold the bumper on also hold the front crossmember, so you have to put a jack under it to stop your engine falling out

But others say you can get the bumper off without unbolting the crossmember, (But don't drive it like that!!!) but if it was me I'd support it anyway just in case.
Even the Haynes manuals are unclear on the issue, the older books didn't mention the need for engine support, but the newer ones say you do!
Either way you normally have to lift it up slightly to get the holes to match up, as the front drops slightly with the bumper off. This is all based on what others have said when doing the conversion, its not something I've done myself!