Some pages showing basic steps (with screenshots) exist.
Steps for creating ROIs from an SPM cluster, and exporting ROIs to nii or hdr/img.
Here are some marsbar batch files (JessicaGrahn):
marsbarbatch.m : this batch file takes a list of coordinates and makes sphere ROIs, saving them in MarsBar and .nii format.
marsbarbatchextract.m : this batch takes all rois in a directory, and extracts data from all the con/beta images in another directory, saving the data to a text file.
marsbarbatchconvert.m : this batch file converts rois to .nii format