Google never ceases to amaze us. Google Indic Transliteration tool as shown in the above screen grab lets you type in roman, a.k.a. English characters and as you finish a word a press the space bar, the tool immediately converts it into Urdu. If the word you see is not exactly what you wanted, click on the word and a drop down will show you other related possibilities.

The speed and performance is simply amazing. It also allows you to type in Bengali, Gujarati, Hindi, Kannada, Malayalam, Marathi, Nepali, Punjabi, Tamil and Telugu.