I'm not 100% certain, but I don't think you can convert a logical partition to without first deleting it (losing all data on it) and repartitioning it.
On the other logical partitions there, is there anything on them? An OS? Data? On any of them that aren't being used or important, delete them. I am using Windows 7 atm and my recollection of XP is gettig fuzzier the more I get accustomed to 7 but when you available partitioned space, if you right click on your G: partition, you should see the options Shrink Volume and Extend Volume (again not sure if this was an option in XP, never really mucked with partitions after an install on my os drives).
So what you want to do here is:
1. Check all those partitions (the logical ones) and see what is on them, back up anything you need on partitions you can delete.
2. On the partitions you want to delete, right click on each, and select Delete Volume...
3. You'll now see unpartitioned portion of the Extended Parition which a black bar running on the top.
4. Click on your partition marked as G:, if the option is available, select Extend Volume... and it will ask you how much you want to add to it.
I don't really recommend this though, the best way would be to re-do that extended partition all together, and re-install that OS on a primary partition but you don't have the setup disc alas.