Not silly at all.
Are you sure that it does not show up in disk management as an unknown drive with no partition or drive letter?
If not in DM, you could (a) reformat it to FAT on a Mac, or this may work (2) install TweakUI (http://download.microsoft.com/download/f/c/a/fca6767b-9ed9-45a6-b352-839afb2a2679/TweakUiPowertoySetup.exe) and then open My Computer > Drives, and check mark the drive as Drive F. Once it has a drive letter you can unallocate and reformat in disk management.