it sounds like your bird was really poorly raised..... It's so much better when birds are weened to eat pellets.
Eating seeds all of the time would probably be the equivalent of eating something like only potatoes for every meal for the rest of your life. It tastes good, it's a very concentrated source of calories, but it's bad for you in the long term.
I've tried converting my budgie to pellets twice and it just didn't happen, but I'm going to keep trying.
There are a few methods to converting. Usually the package of pellets talks about a conversion method where you put some seeds and some pellets, and every meal you slowly increase the amount of pellets and decrease the amount of seeds.. this only works if your bird is actually eating the pellets. If they're not, they're just going to become extremely underweight and they don't really offer an alternative for converting them.
Before you start converting your bird, you had better go and find a scale to weigh your bird.
I would get 2 different kinds of pellets and try both of them. Your bird may like one or the other.
As for feeding fruits and vegetables, check out this topic:
viewtopic.php?f=8&t=5I talked about how I convereted my budgie to eating brocolli, carrots, and string beans.