To convert to the NTFS filesystem from Fat32 (so you don't have to wipe your macine and start again) open a command prompt (W2k or XP) and type:

convert c: /fs:ntfs

You need to be an admin to do this. You will get a message saying it can't be done now, do you wish this process to occur on the next restart, type Y and press enter. Next time you restart the conversion will take place.

Substitute the "c:" for other drive letters you wish to convert (if you have them).