You may have a problem if u trying to copy/moving a big file (over 4gb) from ur computer to ur external because of some reason. Read this post to understand the different between this two file system.
To solve this problem it's very simple. U can convert your external drive from FAT32 to NTFS without formatting at all. Yes without losing all ur files..
OK. Here are step to convert FAT32 to NTFS. What u have to do is to open command prompt first. U can open command prompt by clicking
START>ALL PROGRAMS>ACCESSORIES>COMMAND PROMPT or
START>RUN>type "cmd.exe">HIT ENTER or
START>in search box type "cmd.exe">HIT ENTER (Windows 7 only)
OK after open ur command prompt u type convert driveletter: fs/ntfs
ex. convert C: /fs:ntfs
After done converting reboot ur computer.
If u guys have any problem try look this site. I try to spreading the information only..And btw use it in ur own risk ok..hehe..