ArcGIS tool and tutorial to convert the shapefiles into network format. The latest version of the tool is available at http://csun.uic.edu/codes/GISF2E.html
Update: we now have added QGIS and python tools. To download them and learn more, visit http://csun.uic.edu/codes/GISF2E.html
Please cite: Karduni,A., Kermanshah, A., and Derrible, S., 2016, "A protocol to convert spatial polyline data to network formats and applications to world urban road networks", Scientific Data, 3:160046, Available at http://www.nature.com/articles/sdata201646