Sounds like it might be a mounting issue? Running format through command line usually offers the option to mount a volume, whereas windows ui utilities doesnt. Why, I dont know. Anyway, hit start, or the windows button, and under the search line enter CMD. A DOS command prompt pops up, type in Format K: (or, whichever letter your memory stick is assigned to). If it is an issue with mounting volume, then DOS will format accordingly. I remember having a flash drive of Sonys that had this problem.