Sony Camera is not the problem since usually there are memory card like your memory stick. Well, there are many reasons that may cause your memory stick has format error. Here are some common problems and correspond solutions.
1. Try another PC with the same stick see same problem.
2. The stick won't be detected properly, sometimes says format errors
. In this case, a photo recovery
software should be used first if you have important data insides. Note: format won't erase the data immediately.
Or sometimes your stick is totally bad. The solution is to buy a new one instead.