You [convert VDI to VMDK][1], then convert VMDK to VHD in one of several ways:

 1. VMWare VCenter Converter Standalone Client
 2. [vmToolkits VMDK to VHD converter][2]
 3. [WinImage][3] (shareware)


  [1]: http://communities.vmware.com/thread/197423
  [2]: http://vmtoolkit.com/files/folders/converters/entry8.aspx
  [3]: http://www.winimage.com/