How do I convert a FAT32 to ext3 (keeping the data on it)

If you're not booting off the partition (is this even possible without using wubi?) and it's at least half free then just use gparted (paste apt:gparted in firefox).

• Run it from the menu.
• Find out the name of your partition using fdisk -l in a terminal. The partition named something like /dev/sda* where * is a number. Or look through the list in the upper right edge of gparted
• Resize the fat32 partition to less then half of it's original size
• Create a new ext* partition
• Move all files over to the ext partition
• Delete the old one and resize the ext partition.

Note that I've done this several times and it always worked as intended HOWEVER there are many reports of people that lost data this way. Depending on the amount of data you can use Ubuntu One or Dropbox to backup your stuff. They both offer 2 GB which is most probably not enough.

Direct conversion is not possible. You will need to copy the data to another drive/partition, change the filesystem, then copy the data back.

It is posible to convert.

• FAT32 --> NTFS: see "Convert FAT32 partition to NTFS without data loss?"
• NTFS --> ext: use anyconvertfs, see this answer.

However, by definition, any conversion is risky, and the only way to guarantee you will "keep the data" is to do a back-up... but in that case it's simpler to delete partition -> create partition -> copy as per the other aanswers.