Frequently Asked Question

1.VirtualBox

Extract .vmdk from OVA using 7zip.
Install Virtualbox
Run from command line : 

VBoxManage.exe clonemedium --format vhd infile.vmdk outfile.vhd

or for older versions of Virtualbox

VBoxManage.exe clonehd --format vhd infile.vmdk outfile.vhd

2. qemu-img for windows
Great command line tool to convert from ova to vhd or vhdx

3. CloneVDI
There is a free GUI program out there called CloneVDI that does not require any command line and has a few extra options. Did not used this one yet.