We know that FAT32 system format storage media such as Flash Drives and Hard Drive do not support to handle large files (over 4GB). In addition, NTFS security system is better then FAT32 because NTFS allows us to set the permissions of each file or directory exists. However, if we want to change the system of flash drive or external hard drive from FAT32 to NTFS, there is a risk of losing data, because we need to do a reformat.
To overcome this problem, we can use the Command Prompt simply by running a simple command. Although there are also some software that supports this effort, but the Convert command through command prompt is easier. This method works on Windows XP, Windows 7, Windows 8 and Windows Vista.

Here are the steps:

1. Backup your data, for fear of an unexpected error.

2. Note the name of drive and file system we wish to convert.

3. Click Start button.

4. Type CMD in the search box if you are using Windows 7, Windows 8 or Windows Vista. If you are using Windows XP, click Run and then type CMD.

5. Type “CHKDSK H:/F” (without the quotes). H is the letter of the drive. This step is to check the condition of the drive and fix problem automatically.

6. Type in “Convert H:/FS:NTFS” (without the quotes). H is the letter of the drive to be converted.

Furthermore, the prompt will start the conversion process and after a few minutes, would prompt will tell us, if the conversion succeeded. To be sure, we can check the drive through the Properties, then right-click.
This method can not be used to convert back to FAT32 NTFS file system. To convert back to FAT32, We must format the entire drive with the risk of data loss.