Issue
How can change a FAT32 partition to NTFS, without the use of a third-party software?
Solution
The conversion of FAT32 to NTFS using a simple MS-DOS command.
Open a command prompt (Go to Start > Programs > Accessories > Command prompt:
Type the following command:
convert x: /fs:ntfs
Where "x" must be replaced by the letter corresponding to the drive you want to change.
Then press "Enter". If the drive contains the installation of Windows, a confirmation message will be displayed.
Confirm and proceed.
Thanks to dph for this tip.