My Windows book says...
To convert FAT or FAT32 disk to NTFS format use the command-line Convert utility using the following syntax:
convert d /fs:ntfs
where d is the drive letter you want to convert...
It then goes on for the next 7 or 8 pages issuing various warnings and cautionary notes - too many and too complex to enter here...
So be warned...
Peccavi
July 2009