you probably do not want quick format
you probably DO want NTFS
If it is FAT32 right now, just go to command prompt and type
code:
CONVERT X: /FS:NTFS /NoSecurity
where X: is the drive letter. Write the volume name down before you do this, you'll need it
the nosecurity switch just sets the NTFS permissions for 'everybody' to full access. Otherwise, only the creator/owner and administrators can access it
If you're using the Computer Management MMC app, (Control Panel > Administration Tools) it should take care of all the settings and configuration for you.