You need to change to NTFS. You can do this with a command line:
To convert a volume to NTFS from the command prompt
Open Command Prompt. Click Start, point to All Programs, point to Accessories, and then click Command Prompt.
In the command prompt window, type: convert drive_letter: /fs:ntfs
For example, typing convert D: /fs:ntfs would format drive D: with the ntfs format. You can convert FAT or FAT32 volumes to NTFS with this command.
Important Once you convert a drive or partition to NTFS, you cannot simply convert it back to FAT or FAT32. You will need to reformat the drive or partition which will erase all data, including programs and personal files, on the partition.