Warning: .NET content ahead.
For some reason, this gets asked a lot.
To break an integer into its component bytes, you can use
the BitConverter.GetBytes method:
int i = 123456;
byte[] bytes = BitConverter.GetBytes(i);
After this code fragment, the byte array contains
{ 0x40, 0xE2, 0x01, 0x00 }.
Update 11am:
The endian-ness ...