Found this great little gem being developed by Google.. it converts roman Urdu to actual Urdu i.e. converts zabardast to ÒÈÑÏÓÊ , just select Urdu from the drop down

and start typing in roman Urdu, every time you hit space it converts to actual Urdu. If the spelling is incorrect, hit the backspace and it will give you alternates. There is also a downloadable IME which works in other window apps... the link is http://www.google.com/transliterate/