I cannot understand why harddisks are still sold with pre-formatted in FAT32 file system now. It is really a pain in the neck and you often find out this problem when copying files with size is 4GB or greater e.g. full HD movie files.

The quickest way to convert a FAT32 disk to a NTFS disk is using following command from Command Promt window:

CONVERT [D:] /FS:NTFS

I was afraid of conversion speed, what will happend if power is off during conversion process (it is likely happenned in these days) but luckily, the result is far more better than I expected. It took only about three minutes to complete conversion process with my 1TB WD My Book (filled with about 600MB of movie and music files). And it required only 1,1GB of free space, as well as running CHKDSK /F command in advance.

The numbers are too different with what I have read in several forums too.