In
To convert to NTFS, you use the CONVERT command. But first read
http://www.aumha.org/a/ntfscvt.htm because there's an issue
regarding cluster size that isn't obvious.
Also note that conversion is a big step, affecting everything on
your drive. When you take such a big step, no matter how
unlikely, it is always possible that something could go wrong.
For that reason, it's prudent to make sure you have a backup of
anything you can't afford to lose before begining.