NTFS and (ex)FAT are formatting standards, how the data is actually represented on the drive. You can reformat the drive to a different standard, but doing so would wipe any data on the drive, so you'd have to back it up first if you didn't want to lose it.
To format the drive, right click on the drive in My Computer and select "Format..." There should be an option to select the type of formatting to use.
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Ah! I found it! Thank you Prometheus25! <3