Windows XP Professional provides you the Convert command in order to converting a partition into NTFS without having  reformatting the partition and chance of losing all the information on the partition. In order to  use the Convert command, Just click  on Start, and then click on Run, then type cmd in the Open Run box, and then click on OK button. This will open up a command prompt in front of your screen, on which you use to request the Convert command. The following example shows how you might use switches with the Convert command:-

Convert volume /FS:NTFS [/V] [/CvtArea:filename] [/NoSecurity] [/X]

At the place of volume you must write your Drive Name

For example :- Convert D: /FS:NTFS ….. so on

where D: is the Drive Name

If you convert a system volume (or any volume that has files that are currently in use), the Convert command might not be able to convert the drive right away. Instead, Windows schedules the conversion to happen the next time Windows is restarted.

Important Note:- For help with any command-line program, at the command prompt, type the command followed by /? and then press ENTER. For example, to receive help on the Convert command, type Convert /? and then press ENTER.