As of this writing Amazon does not have its own native way to migrate data from S3 to Glacier.
To quote what they recently said on the AWS forum:
S3 integration will be available in the coming months.
We will update the forum when we have further details to share about the launch.
However, there are some services that present you a relatively simple interfaces to transfer the data for you. For example https://cloudgates.net and http://sync.cloudberrylab.com
Keep in mind that with these services data is traveling through 3rd party's servers. It's up to you to decide if and what kind of privacy/security implications that can have.
For command line solutions there's Perl Multithreaded multipart sync to Amazon AWS Glacier service.
If you are looking for GUI, there's Simple Amazon Glacier Uploader
Glacier service have been out for about 2 weeks now, I think it's the best to wait a little bit more as tools get updated/released with native Glacier support.