Windows supports few File Systems only like FAT, FAT32 and NTFS each having its own advantages and disadvantages. So if you wish to convert from one file system to another then you can surely do that.

What is FAT and NTFS File System?

FAT was a file system developed by Microsoft in 1977. The file system is still under use in removable media like USB Drives and floppy disks. FAT operates as three versions FAT 12, FAT16 and FAT32.
With the launch of Windows NT 3.1 in 1993 by Microsoft, the NTFS File System came into existence.

FAT vs. NTFS

NTFS has serious improvements over FAT like improved access speed, performance, reliability, fault tolerance, recoverability, complicity, security, as well as support for long file names, large volumes.

Steps to Convert FAT to NTFS

1.    Windows can convert FAT to NTFS by default and without any tool by using the command line utility convert.exe

Note: You can’t revert back to FAT once you have converted your FAT file system to NTFS (more info)

2.    Type cmd in the Run box to open the command prompt and type CONVERT driveletter: /FS:NTFS in it, example CONVERT D: /FS:NTFS will convert D: drive to NTFS system

Alternate Method:

Using Norton Partition Magic

1.    The latest version of Norton Partition Magic can do this conversion task for you in minutes.

2.    So just download it and see for yourself.

Download Norton Partition Magic

You can also try this free Partition Manager called EASEUS Partition Master 4.0.1 Home Edition that can do the same thing for you.