You have to type that into a command prompt. Open up your start menu, click Run, and type "cmd" no quotes. From there you type in the text you see in the post above, with "C:" referring to whatever your hard drive designation is. Usually if its just one hard drive in your machine, the designation will always be "C:".
This will make that drive and or partition into a NTFS drive without deleting anything, but you will not be able to go back to FAT32 without formatting and losing everything. Ye be warned...
P.S. when typing it into the prompt, leave out the first "C:\>" as it is there by default.