[c#] What is the best way to convert seconds into (Hour:Minutes:Seconds:Milliseconds) time?

For .Net <= 4.0 Use the TimeSpan class.

TimeSpan t = TimeSpan.FromSeconds( secs );

string answer = string.Format("{0:D2}h:{1:D2}m:{2:D2}s:{3:D3}ms", 
                t.Hours, 
                t.Minutes, 
                t.Seconds, 
                t.Milliseconds);

(As noted by Inder Kumar Rathore) For .NET > 4.0 you can use

TimeSpan time = TimeSpan.FromSeconds(seconds);

//here backslash is must to tell that colon is
//not the part of format, it just a character that we want in output
string str = time .ToString(@"hh\:mm\:ss\:fff");

(From Nick Molyneux) Ensure that seconds is less than TimeSpan.MaxValue.TotalSeconds to avoid an exception.