converted d: drive to ntfs in win xp but still cant limit access to some users

[GTdrew]

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Running windows xp with ntfs format on c: drive. Converted d: drive to ntfs from fat32 but still cant set as private. (the check box is greyed out). I have a 30 gig hd that is partitioned into 3 drives. Do all partitions need to be ntfs in order to limit access to even the ntfs drives??

Thanks
Drew