Convert FAT to NTFS

Is it possible to convert a FAT32 Hard Drive to NTFS without losing all data on the drive? I like to change from FAT32 to NTFS, my operating system is Windows XP PRO, how can I do that? Without the lost of my programs?

A: Standard Windows utility that is called CONVERT serves this purpose
Just go to the Command Prompt and execute the command:

C:\> CONVERT  C:  /fs:ntfs

Where C: is a name of the drive you want to convert.
After machine re-boot conversion process will start and you'll have your FAT32 converted to NTFS without of data loss.