The ultimate how-to for this, and what I'd recommend, is MacBenTosh's YouTube video. It explains everything perfectly. But I know I'm gonna need to do this again, so I'm writing my own abbreviated notes:
- Download the Chinese windows-only low-level USB formatting tool.
- It's a mine-field of ads and baited clicks. Pay attention.
- Pop the USB drive into your windows machine and run the formatting tool.
- Click "Scan USB."
- When it finds the drive, click its "Port n" line to select it, then click "Start."
- The USB drive is now read-write and formatted FAT32. (Geez that was fast.)
- I leave it like this, for cross-platform compatibility. I lose fanboy points for that.
- That's it! Have a nice day.