If you have a .VMDK virtual disk and you want to convert it to .VHD use Method B:
For Method A, read this post
Method A: VMware vCenter Converter Standalone
You can use a converter software product by VMware which is free to download using the link below:
http://downloads.vmware.com/d/
You can use this if your .VHD virtual machine is:
- Powered-on machine or
- Hyper-V Server
Method B: StarWind V2V Converter
If your .VHD is not in any of the above cases (i.e. backup image) then you can use StarWind software tool to do this conversion. I like this product as it is free to use, simple and does the job. You can download it from this link: http://www.starwindsoftware.com/download-starwind-converter
If you run into problems or have any other related queries, please write in the comment.