It has failed to format.it says windows cannot format your drive due to error

If your trying to format the drive from within the Computer Management section, you can try to format directly by right clicking the drive in Windows Explorer or My Computer and select format from the right click context menu just like a floppy would get formatted. Check to make sure the flash drive is not locked, some of them have a lock switch to protect the data from erasure. I have noticed (in XP at least) you cannot format a flash drive into ntfs (needed for files larger than 4gig) unless you first go into its properties from My Computer and change it from safely remove to performance. Once you do that the ntfs format will show up in the right click format but you can no longer just yank the drive out or you can loose data. You have to use the safely remove app, it's a good idea to get in the habit of using safely remove even for hot swap usb since its much safer anyway.