The first thing you will want to do is plug in your USB drive or other drive that you want to convert to NTFS. Once it is plugged in, and you can see it in your "My computer" then you will want to right click on the drive and choose properties. Under the general tab you will see what type of file system the drive has; if your drive is FAT then we need to format the drive to FAT32 so we can then change it to NTFS. If your drive is already FAT32 skip to the next step Converting FAT32 to NTFS.
Right Click on the drive
Under File System choose FAT32
Check Quick Format
Windows will format the drive into the FAT32 style; this could take some time depending on the size of the drive you are formatting. My 8GB thumb drive took about a minute. Once it is formatted to FAT32 next we will format it to NTFS.
Converting FAT32 to NTFS
Now we will want to convert the FAT32 drive into NTFS. To do this we need to run a command line format that will convert the file system for us.
Go to Start>>Run
Type CONVERT E: /FS:NTFS ("E:" represents the USB or drive you are changing you letter might be different please make sure you have the correct drive letter)