I love the Sandisk USB flash memory sticks. They are the best. The fact that they are made retractable and without the need for a cap of any kind makes them the best. Unfortunately, they bundle/format them with the annoying U3 Launchpad application for Windows which I have no use for. So, the first thing I do is remove it. Initially, I was doing low-level formats on the device on OS X, then Linux, but nothing worked unless you get this.
Download the Launchpad Removal Tool and run it in Windows to nuke the U3 garbage. It gets rid of the CD emulation stuff, and the separate partition and just makes it a nice USB memory stick.