There are several different ways. The simplest one is probably something like:
--Convert Int to Hex:
SELECT CONVERT(VARCHAR(8),CONVERT(VARBINARY(4), 345678),2)
--Convert Hex to Int:
SELECT CONVERT(INT,CONVERT(VARBINARY(4),'0005464E',2))
You can find others, likely some better approaches - try searching on: SQL Server Hex to Decimal
Sue