I was given bad advice on this one. I had one of the Dave Murray Strats with the HSH configuration. It was a killer guitar and I loved it, except for that damn trem. I called one of the more well known repair places up here in Ontario, Canada called 12th Fret. The guy hummed and hawed about it and said it wouldn't work, he'd have to skunk stripe the neck, etc...etc....etc...not enough room near the humbucker for cutting..... I had no idea about the fact that you could add shims under the Floyd saddles and apparently this doofus who is supposed to work on these things daily didn't either.
I returned the guitar to the store to no loss on my part. I realized now this could have easily been done without issue. Now, you can't get this model anymore.
Get good advice on doing this. If you can find a good luthier to do it, then by all means go for it. If not, some great advice offered by others above. The reason I know this is workable is because I met Dave Murray after a show and he told me that his is basically the factory guitar, even has his name on the back of the neck nitro'd over. He said his tech simply routed it and it worked with some shims. Very cool guy and I was thrilled to meet him!
That being said, my new Dave Murray strat with Floyd is a fantastic guitar. MIM version is solid and plays perfectly.