Requested by Roberto Angeletti:
In QGIS there is simply the layer "Save As..." function in the right click popup menu on Legend item, that permits so save in any other of the OGR possible formats (in which there is also SpatiaLite, and if the .sqlite file just exists, it goes in add mode).
To clone the same functionality MapWindow would be great !
I've seen several users requesting something similar.
MW5 can already call ogr2ogr and gdal_translate.