FAT to NTFS

If you have any FAT or FAT32 partitions, these can be converted to NTFS using the Convert.exe command line utility.

Go to Start >All Programs >Accessories> Command Prompt (or, from a Run box, type CMD) and, assuming you intend to convert C:, give the command:

VOL C:

Note the name of the disk in the first line, and the Volume Serial Number (for example, 3F4E-2D1B) in the second. Then type:

CONVERT C: /FS:NTFS

For example, if you want to convert drive F to NTFS, you would type in “convert f: /fs:ntfs”. Convert your FAT or FAT32 drives to the NTFS file system If you wish to see the details of the conversion process, turn on verbose mode using the /v switch. Note that this is a one-way conversion: you cannot undo the conversion once it has been done. Also, data loss is unlikely when you convert a FAT volume to NTFS, but it’s still a good idea to take a backup before you convert.

Comparison : FAT vs NTFS here FAT and NTFS performance here