Convert the Partition from FAT32 to NTFS without formatting

FAT 32 to NTFS Conversion Steps

1. Go to Computer, and note the name of the drive whose file system you wish to convert.
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. 
4. Execute chkdsk h: /f  
5. where H is the letter of the drive to undergo conversion. This checks the drive for errors and fixes them automatically.
6. Execute Convert H: /FS:NTFS 
7. H is again the letter of the drive to be converted.
8. The command prompt will start the conversion process and after a few minutes, CMD will say that conversion was successful.

Thanks to Rajesh H