To convert a FAT partition to NTFS, follow these steps:

1. Click Start, click Run, type cmd, and then click OK.
2. At the command prompt, type CONVERT driveletter: /FS:NTFS.
3. Convert.exe attempts to convert the partition to NTFS.

While Convert is running, you may receive the following error message:

Convert cannot gain exclusive access to the driveletter:, so it cannot convert it now. Would you like to schedule it to be converted the next time the system restarts (Y/N)?

You receive this error message under any of the following three conditions:

• If you run the CONVERT command while the current directory is on the drive that is to be converted (for example, if you type CONVERT F: /FS:NTFS at the F:\> prompt).
  
  To resolve this, either click Yes in the error message and then restart the computer, or change to a directory on another drive and retype the command.
• If a program has a file open on the drive that is to be converted.
  
  To resolve this, either click Yes in the error message and let the drive be converted next time the computer is restarted, or close any programs that may be using files on the drive. Remember that this also applies to users who connect to files over the network and to a paging file that resides on the drive.
• If you attempt to convert the partition from which the operating system is running.
  
  It is not possible to convert the boot partition while the operating system is running. To convert the boot partition, it is always necessary to run the CONVERT command, clickYes in the error message, and then restart the computer. The partition is converted the next time the computer is restarted. As an alternative, you can start the computer in an installation of Windows XP that is on a different partition, and convert the boot partition from that installation of Windows XP.

For additional information about the differences between the FAT and NTFS file systems, along with the advantages and disadvantages of each, click the article number below to view the article in the Microsoft Knowledge Base:
 100108 Overview of FAT, HPFS, and NTFS File Systems