In Windows, a command called convert is used to convert the filesystems. When you type convert, it will ask you to specify a files
Renaming the ImageMagick convert.exe worked well for me.
I didn't like using full path each time, and changing the system PATH variable isn't possible for me on the work PC.
After renaming convert.exe to imgconvert.exe, no other changes were needed. You could now use the new command anywhere from the command line without it being confused with the intrinsic Windows file system convert
Edit: As of version 7.0, the command is now magick.exe, which no longer clashes with any native windows commands. So downloading the latest version if possible should solve the problem as well.