You could try formatting the pen drive from a command prompt: Connect it to a machine that does recognize it, note the drive letter assigned to it, then go to
Start>Run and type into the dialog box, without the quotes, "
Command" (or, on some systems, "
cmd"), then hit <
Enter> or click "
OK".
A black-and-white Command Box should open; at the command prompt (the binking cursor), type, without the quotes, "
cd <
drive letter>
:\ (where "<
drive letter>" is the drive in question). Then type, without the quotes, "
format <
drive letter>, hit <
Enter> and confirm.
See:
MS DOS Format Command