Windows Help said:To convert a volume to NTFS from the command prompt
Open the Command Prompt window.
In the command prompt window, type
convert drive_letter: /fs:ntfs
For example, typing convert D: /fs:ntfs would format drive D: with the ntfs format.
Notes
To open a command prompt, click Start, point to All Programs, point to Accessories, and then click Command Prompt.
You can convert FAT or FAT32 volumes to NTFS with this command.