1) Go to Computer, and note the name of the drive whose file system is to be converted. Note: It's always better to backup the data, in case anything goes wrong.
2) Click on Start.
3) Type cmd in the search bar if you use Windows 7, Windows 8, Windows 8.1 or Windows Vista. If you use Windows XP, click on Run and then execute cmd. (You might need to run as administrator.)
4) Execute "chkdsk H: /f " (without quotes) where H is the letter of the drive to undergo conversion. This checks the drive for errors and fixes them automatically.
5) Execute "Convert H: /FS:NTFS" (without quotes). H is again the letter of the drive to be converted.
6) Then, the conversion process is started and after a few minutes, a message that tells conversion was successful.
7) At last, you can check it in the properties of the drive through right click
Note: It's always better to backup the data, in case anything goes wrong.