This is how:
Use the convert utility:
To convert an existing FAT or FAT32 volume to NTFS, follow these steps:
Click Start, point to All Programs, point to Accessories, and then click Command Prompt.
At the command prompt, type the following, where drive letter is the drive that you want to convert:
convert drive letter: /fs:ntfs
For example, type the following command to convert drive E to NTFS:
convert e: /fs:ntfs
Also note that you should close all the folders on that drive so the tool has exclusive access. If you can't get exclusive access eject the drive and then plug it in and try again
Don't follow "elias howell" ;s link, it is not a yahoo site. It will harm your computer.
And now yahoo removed it. Nice