If you want to change insulins, you can do that immediately. No need for a detox or waiting period.
I do highly recommend that you read the stickies on LL so that you better understand how the insulin works, storage shed, care - fridge it ALWAYS, no shaking or rolling vial.
Also, Lantus works VERY differently from PZI, so essentially you must forget what you know about insulin and learn Lantus. Staying on a 12/12 cycle, slow curves, shooting low to stay low, etc.
Come to LL and start a reading.