First of all I'd use Nero back it up or anything else to backup files incase of loss as this can happen quite easily when converting from fat32 to NTFS.
Fist of all open up dos/command prompt then type in,
CONVERT C: /FS:NTFS (you need to include the spaces where I have put)
I know it's pretty obvious but where C: is you will need to change this to what drive it is your wanting to convert,
then it will ask you for the drive letter (I think) to confirm,
Next you want to say yes (Y) to each question so that the machine starts converting upon rebooting the computer,
Shutdown and restart your machine,
Upon restarting windows it will start converting LEAVE MACHINE WELL ALONE DURING THIS PROCESS,
and voila you can check if its converted by going to,
start,
control panel,
performance and maintenence,
rearrange items on your hard disc to make programs run faster and this will tell you what your hardrive is partitioned as.
Amen to that, but it is important that no part of the process is interrupted or turned off whilst this is going (it may take a while) or the disk will become unusable.