To convert a partition FAT16 or FAT32 to NFTS is easy.
Quit all applications you are running

Go to Start — Run and then type cmd. Enter this to the command line MS-DOS.

Type: convert X: / FS: NTFS (where x is the drive letter to convert), and begin the process of conversion. this is done, reboot your system.

You should not make any other operation during conversion to avoid system problems.