Like the Fiend said you have to format your drive which intales you to loose data and then it coverts the drive into NTFS.
I think Ceberus just has his terms a bit mixed up is all..... Formatting to NTFS, and "converting" to NTFS are two different options in setting up a drive with the NTFS format. As stated, you cannot format and save data at the same time on the same drive. But,..if the drive was initially created with a FAT32 file system, and you then wish it to be NTFS, you won't be formatting, you'll be converting. Converting FAT32 to NTFS using Convert.exe.