Hi,
(1) The simplest way is using Windows convert command.
http://support.microsoft.com/kb/314097(2) Overview of FAT and NTFS File Systems:
http://support.microsoft.com/kb/100108/EN-US/Now as to why the convert command is not found:
Verify if the file exists: C:\WINDOWS\system32\convert.exe
If it does, open your Command Prompt and type 'cd C:\WINDOWS\system32' (without the quotes)
then type 'CONVERT C: /FS:NTFS ' <ENTER> (without the quotes)