It shouldn't be too hard, since the opening is already there. You just need to fill in a couple of feet with wall or windows and put in one or two new door jambs (depending on where you want the new door, centered with windows or walls on either side, or on one side with a wall or window on the other side). Leave your old lintel in place unless you insist on a taller door, in which case you are looking for more work.
I don't know what you call expensive. French doors cost more than regular ones, but the lumber required and the rest of the materials shouldn't cost too much.
I wouldn't consider it a big deal for me to do, but I don't know what kinds of tools and experience you have. It would be an all day job for me to tear out the old door, frame in the new opening, install the new door and drywall the left over two feet (after installing the exterior siding and insulating). I would want an assistant, but it would not be an absolute necessity. Plaster work and painting will of course add time to the project beyond the one day it takes to install the door.