Unfortunately, Adobe Photoshop doesn't offer users tools to directly import files from Adobe InDesign, even though the two programs are closely related. As such, there really is not some easy way to directly convert Adobe InDesign to Photoshop and retain the original layers, i.e. achieve indd to psd conversion.
Nonetheless some ways how to achieve something similar exists. In case you have access to InDesign the most commonly used way how to "convert" these files is to first export them as PDFs (with high quality settings) which can then be imported to Photoshop and edited. Problem with this course of action is that the resulting quality will be much lower than the original. May work on some basics documents, but for complex brochures the drop in quality will be very noticeable. Photoshop can annotate an InDesign layout with notes, crop or rotate the document and adjust the document's image properties.
Another option would be to export document from InDesign to JPG image instead of PDF and import that, however this will create bitmap image which you cannot edit like vectors, edit texts etc.
If you do not have access to InDesign, then you probably have no way of exporting INDD format in first place. You may get PDFs if you find some InDesign viewer and print the document as PDF via a virtual PDF printer, but it is likely the resulting quality will be even lower than PDF export directly from InDesign.
Be careful when using online services such as ALL2PSD, as they seems to be not working as advertised. You will send your files along with giving your address to unknown entity. It does not work at the moment and you will get only a robot e-mail response back with "We are sorry...".Open INDD file Open PSD file
Professional desktop document publishing software from Adobe
Mac version od Adobe's popular document designing and publishing software