Follow [steps][1]:
- Download: http://download.microsoft.com/download/9/1/E/91E9F42C-3F1F-4AD9-92B7-8DD65DA3B0C2/mvmc_setup.msi (thanks @xavery)
- Open Powershell as administrator and run
Import-Module 'C:\Program Files\Microsoft Virtual Machine Converter\MvmcCmdlet.psd1' - And after
ConvertTo-MvmcVirtualHardDisk -SourceLiteralPath d:\scratch\vmx\VM-disk1.vmdk -VhdType DynamicHardDisk -VhdFormat vhdx -destination c:\vm-disk1
