FAT to NTFS conversion not working

I am having trouble converting my hard disk from FAT to NTFS when installing SBS 4.0. I install SBS 4.0 and then I get blue screen that runs a CHKDSK and then says the disk needs to be converted from FAT to NTFS. After a while the system reboots and the disk is still listed as FAT. I’ve tried many different ways to convert the disk, and even format the disk NTFS when no partions were listed and nothing works. Can anyone help me with this?