Should you wish to do this, you don't need all those blogs telling you how to write SQL scripts (the ones that expect you to hand-write a script for every table, and lose the indexes and identity keys on the way). No, you start off by reading a couple of Microsoft white papers on the subject
that warn of all the nasty things you should look out for (your application code WILL need some rewrites). Then you download an MS utility
called "Microsoft SQL Server Migration Assistant for MySQL". And you use it. It analyses your tables, explains exactly what it plans on doing to change them, and why, creates the new tables (etc) in SQL Server, and is currently migrating my data.
Edit: if you run into trouble with this, Microsoft (or at least that part of it called Welly Lee) are courteous, helpful, reply promptly, and are generally a Good Thing. This is not what I expected, and came as a very nice surprise.