In Sprinter, when you complete you run, you are in the run results area for the test just completed test.
This section has Definitions (general settings, steps, parameters) and under that is the Result items (run summary, steps, any defects, defect reminders, user actions and storyboard).
Click on User Actions. This will change the right view to the user actions (things you did with your mouse, your actions during the test). This view has 5 menu options. The second is Export to UFT. If you click on this, it prompts you to save an xml of your actions. This can be saved anywhere.
Once saved, close out Sprinter (since you say you have UFT on same machine, best to have only one open at a time).
UFT open, go tot File>New and pick Gui Test from Sprinter Automated Test Data File...
This will give you a pop up window with 3 items to be entered.
First is the location of the xml you saved out of Sprinter. Browse and pick your file.
Second is the test name, which should auto load from the saved file. Can change if you want.
Third is the test location, which is where you will save the UFT created item (imagine you would want to save in similar area to your other UFT tests).
Click OK and item is loaded in UFT with a script created from the xml and saved as a GUI test.