Perhaps the easiest way to convert a FAT or FAT32 disk to NTFS is to use the command-line Convert utility. The essential syntax is:
convert d: /fs:ntfs
In this example, d is the drive letter you want to convert.
For information about optional parameters, type convert /? at the command prompt.
The Convert utility can do its work within Windows if the drive to be converted is not in use. However, if you want to convert the system volume or a volume that holds a page file, you might see an error message when you run Convert. In that case, you must schedule the conversion to occur the next time you start Windows. After you restart the computer, you’ll see a prompt that warns you that the conversion is about to begin. You have 10 seconds to cancel the conversion. If you allow it to proceed, Windows will run the Chkdsk utility and perform the conversion automatically. During this process, your computer will restart twice.