How do I convert a VDI HDD to a VHD file?

Is there a way to convert a VDI HDD to a VHD?

The best way is to use VBoxmanage as explained by Derek P. If you have an old VirtualBox, either upgrade, or:

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

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