This question comes up quite a lot, and fortunately, it is actually pretty easy.
1 Bar refers to 1 atmosphere of pressure. This is equivalent to 14.5 psi, or .1 Mega Pascal, or Mpa.
In other words:
1 Bar = 14.5 PSI = .1 Mpa
For example, if you have a gauge that is reading .5 Bar:
.5 X 14.5 = 7.25 PSI
One of my friends happens to be an engineer, and he kindly informed me that my example above was just a rough approximation at best. The correct equivalencies are as follows:
1 bar = 14.50377 PSI = 0.9869233 ATM = 0.1 Megapascal
That being said, most gauge's aren't going to be this accurate, and are really just an approximation themselves, so in the real world, I'd still recommend going with the first approximation.