matt grime is completely right for "complex conjugate". However, you may be intending "Hermitian conjugate" or "adjoint". To find the Hermitian conjugate (adjoint) of a complex matrix you take the complex conjugate of each entry and take the transpose: rows become columns.
In Nylex's example, [tex]A^T[/tex] is the transpose and [tex]A^{\dagger}[/tex] is the Hermitian conjugate or adjoint.
Using the same example, the "complex conjugate" that was originally asked for, and matt grimes described, would be
[tex]A^* = \left(\begin{array}{ccccc}0 & -i & 3 & 2 & 1 + 2i \\ i & 7 & 6 & 4 & 0 \\3 - i & 2 & 0 & 2i & 4 \\ 9 & 1 & -i & 8 & 1 \\ 0 & 0 & 0 & -7i & 0\end{array}\right)[/tex]