1. To Use a Command Prompt at Boot

A) In the command prompt, type diskpart and press Enter. (see screenshot below)

B) In the command prompt, type list volume and press Enter. (see screenshot below)
NOTE: This will let you see what the drive letter is for the drive that you want to connvert since it may not always be the same drive letter that it is in Windows.

C) After making note of the drive letter, type exit and press Enter. (see screenshot below)

C) Continue on to step 3 to convert the drive.

3. In the command prompt, type convert drive letter: /fs:ntfs and press Enter. (See screenshot below)
NOTE: Substitute drive letter for the drive letter of the FAT or FAT32 drive or partition that you want to convert to NTFS. For example, I want to convert my USB flash key with the drive letter G: , so I would type convert g: /fs:ntfs and press enter.

4. If prompted to Enter current volume label for drive (drive letter) (ex: G: ), then enter the name (ex: NEW VOLUME) of this drive letter as it is displayed in the Computer window and press Enter. (see screenshots below)

5. When the conversion to NTFS is complete, you receive the Conversion complete message. (See screenshot above)
NOTE: This may take a while to convert depending on full and large the drive is. It may also seem like it has hung at points, but be patient and let it finish.

6. Close the command prompt.
NOTE: If you used a command prompt at boot, then also close the System Recovery Options window and restart the computer.