A simple one step on how to convert FAT file system into NTFS:
Click on "Start" menu on the taskbar and then click on "All programs" followed by "Accessories" and then "command prompt"
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In the "Command prompt" window that opens, type this:
convert d: /fs:ntfs
This is to convert your D drive into NTFS. If you wish to convert another drive to NTFS you need to replace the drive letter "D" to "E" or "F", the drive that is applicable.
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Thats all. Conversion may take a while and once completed, you need to reboot your system for the effect to take place.