Haizzz... answered before leh...

Start > Control Panel > Regional and Language Options
Select Regional Options tab
Click on Customize button. A new window will open
Select the Time tab
For Time Format, select
h:mm:ss tt or
hh:mm:ss tt from the drop-down list
If it's not given, just copy and paste the bolded parts in.
Please do not use capital h (H), or it will become 24-hour format.