Since Proxmox 3.2 converting the vmdk file to qcow2 format isn't working correctly anymore...
With 1.4.2 it seems to work.
root@server:~# qemu-img convert -f vmdk disk1.vmdk -O qcow2 vm-200-disk-1.qcow2
qemu-img: 'image' uses a vmdk feature which is not supported by this qemu version: VMDK version 3
qemu-img: Could not open 'disk1.vmdk': Could not open 'disk1.vmdk': Wrong medium type
qemu-img: Could not open 'disk1.vmdk'
With 1.4.2 it seems to work.