Most doctors have you switch at about a year old. Some recommend switching between 9 months and a year. The second step formulas are formulated for children who are 9 months and older.
I would not recommend switching to whole milk before 9 months of age. At around 9 months of age, I would check with my doctor. I have to say with my son (he used the Members Mark formula from Sam's Club), we found that it was less expensive to keep him on the formula than to switch him to whole milk so we waited until he was a year old. Then we weaned him off the formula and onto the whole milk by switching it slowly.
There are ingredients in the formula that your baby needs right now. I keep hearing about Mom's giving their babies food earlier and switching them off the formula earlier and it scares me. I know that they have tied the increase in allergies to children receiving food before 6 months of age. More recent studies have shown that it is okay to start between 4-6 months depending on family history with allergies. But I saw one posting where mom was starting her baby on cereal and baby food at 2 1/2 months and that is too early.
Good luck with your little guy. I hope that my advice helps.