I think he means that the external drive he has is formatted to fat32 and wants convert it to NTFS.
Taken from Microsoft Help.
"To convert a hard disk or partition to NTFS format
Close any open programs running on the partition or logical drive to be converted.
Click the Start button , click All Programs, click Accessories, right-click Command Prompt, and then click Run as administrator. If you're prompted for an administrator password or confirmation, type the password or provide confirmation.
At the command prompt, type convert drive_letter: /fs:ntfs, where drive_letter is the letter of the drive you want to convert, and then press Enter. For example, convert E: /fs:ntfs would convert drive E to the NTFS format.
Type the name of the volume you want to convert, and then press Enter. You must use the existing name of the volume or the conversion will be canceled. You can view all available volumes in the Computer folder under Hard Disk Drives."