How to convert a FAT volume or a FAT32 volume to NTFS

To convert an existing FAT or FAT32 volume to NTFS

follow these steps:

Click Start, point to All Programs, point to Accessories, and then click Command Prompt.

At the command prompt, type the following, where drive letter is the drive that you want to convert:

convert drive letter: /fs:ntfs

For example, type the following command to convert drive E to NTFS:

convert e: /fs:ntfs

Note If the operating system is on the drive that you are converting, you will be prompted to 

schedule the task when you restart the computer because the conversion cannot be 

completed while the operating system is running. When you are prompted, click YES.

When you receive the following message at the command prompt,

type the volume label of the drive that you are converting, and then press ENTER:

The type of the file system is FAT.

Enter the current volume label for drive drive letter

When the conversion to NTFS is complete, you receive the following message at the command prompt:

Conversion complete

Quit the command prompt.

note: There is no chance of corruption or data loss during the conversion. Anyways backup very very important data is mandatory.