You cannot convert them directly in SQL Server. Quite simply it wasn't built to reinvent the Reprojection of spatial data in one datum to another. When using SqlGeography, you can of course swap between SRIDs when both sets of coordinates use the same coordinate-type (decimal-degrees or grid-based), however when using SqlGeometry, they are simply planar coordinates based on the scale set by the bounds of the data you have and setting the SRID merely "groups" like-SRID spatial objects.
You'll need a Third-Party library or tool to do this for you. Geographika notes some options at the following SO Link:
Know of any C# spatial data libraries?
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