How large is your hard drive? If it is rather large and in just one partition, you are probably having huge cluster inefficiency. A 40 GB hard drive, which is pretty standard now, has a 32 K cluster size. That means that if you had a file that was 1 byte, it would really be taking up a full 32 K, since every file takes up a cluster. Compare that to NTFS, which has 4 K cluster sizes by default. Your hard drive, essentially, will get filled up very easily. To see your cluster size, go to the command prompt (cmd.exe) and type 'chkdsk.' It will tell you your cluster size.
FAT32 also was not made for drives this large (when FAT32 was released with Windows 98, most hard drives were about 10 GB at largest), and has severe performance degradation the more stuff you put on your hard drive. NTFS does not have this problem and runs fast no matter how much you put on it. Just remember to do regular Disk Defragment, because it can be slowed down that way.
Plus, if you are interested in more of the technicals, NTFS supports file compression, file encryption, additional file attributes to prevent unauthorized users, etc. I'm really not using any of this right now, since I'm the only user on my computer and I'm not hooked up to a broadband network, so, honestly, I really just use it for increased speed and cluster efficiency.
BTW, you can change your FAT32 to a NTFS drive using the 'convert' command in the command prompt. I suggest a 'convert /v' because I always like to read the detailed messages. Once you do that, however, there is no way to convert back to FAT32. You would have to reformat your hard drive. Basically, always go into something knowing what you're doing.
Melon