Open a dos prompt and give the command, convert d: /fs:ntfs
This command would convert your d: drive to NTFS.
If the system cannot lock the drive, you will be prompted to convert it during next
reboot.
Normally you should select yes.
Conversion from FAT/FAT32 to NTFS is non-destructive, your data on the drive will
NOT be lost.
Be aware that converting to NTFS will make that partition of your drive unreadable
under dos unless you have NTFS utilities to do so.