You can use any transliterator library, for eg: Uniocode Sharp at Codeplex.com
http://unidecode.codeplex.com/[
^]
See this too:
string input = "0928;0940;0932;092E;";
Regex rx = new Regex(@"([0-9A-Fa-f]{4});");
string output = rx.Replace(input, match => ((char)Int32.Parse(match.Groups[1].Value, NumberStyles.HexNumber)).ToString());
Output: नीलम