Just as a precursor to any major filesystem changes, you should always run Check Disk.
code:
chkdsk volume:/r
Then try using this tool:
http://ccollomb.free.fr/unlocker/
to kill all handles ("Unlock All" option)... I realize that the convert command asks you if you want to kill all handles, but perhaps something is not letting it...
Once you have done this, now run the convert option and accept everything it asks you.
code:
convert volume: /fs:NTFS
P.S. toddy, see that wasn't so hard... people generally post in forums for help, and sometimes their issues might be something that cannot be fixed by a quick google search, so next time, try not to be a smart ass.