Give this a go:
Download and burn a Linux livecd of your choice (so long as it has USB support, most do)
Boot it
When it's up open a terminal
Plug in the USB drive
Enter [code:1:3bf44e4e95]dmesg[enter][/code:1:3bf44e4e95]
Look for the line about a USB device, likely will be named something like /dev/sdX where X is a,b,c,... make a note of the name
Enter the following command:[code:1:3bf44e4e95]//assuming it's sda
//first, we verify the structure of what's in the partition table
fdisk -l /dev/sda[enter]
//make sure this looks reasonable, i.e. says something about HFS+
//If you feel comfortable with fdisk or can follow basic instructions,
//use fdisk
fdisk /dev/sda[enter]
//to delete [d] the partition (get the
//partition # w/ [p]), and either leave it blank and let
//Windows reformat it or do it here. read the man page or other sites.
//Even if you just delete the partition, make sure to end with [w]
//In review, to delete,
fdisk /dev/sda[enter]
p[enter]//take not of the partition #'s
d[enter]
1[enter]
//(if other partitions exist, repeat with [d] [2] [d] [3] etc.)
//if you get stuck at any point, you can exit with a [Ctrl+c]
//If you'd rather not use fdisk, this will also prep it for Windows to reformat
dd if=/dev/zero of=/dev/sda[enter]
//This will take some time.[/code:1:3bf44e4e95]
if you didn't format it in Linux, search how to format in Windows (Control Panel->Admin Tools->Computer Mgt->Disk Mgt)
Hope this helps.