Exporting an SVN repository to an Hg repo is dead easy with the latest version of TortoiseHg:

  1. Open Workbench, and click File…Settings…Extensions
  2. Select the “convert” checkbox and restart work bench Hg Convert Extension!
  3. From the command prompt, run hg convert http://<yoursubversionrepo/> <yourdestinationfolder>, and you’re done!