how do i convert fat32 to ntfs in windows xp

Use this:  convert x: /fs:ntfs where x is drive letter.

here are some other links that have important info:
http://labmice.techtarget.com/windowsxp/DiskMgmt/filesystems.htm  (things that should be considered beforehand, and how to do conversion)

also:
http://support.microsoft.com/kb/307881

i suggest to backup the data first (if anything goes wrong - you may loose everything!)