Look into vsam demystified http://www.redbooks.ibm.com/abstracts/sg246105.html
I did the same thing recently and here is what I did. All extended format VSAM are SMS managed so you need to get a new data class defined with
a. Data Set Name Type . . . . . . EXT
b. Extended Addressability . . . Y
c. RECORD_ACCESS_BIAS = SYSTEM
You might need a new management class, storage class (with striping for SDR) and data class based on your need.
There are also some posts on this forum regarding extended format VSAM datasets. Please do search.
let us know how it all works out for you.