If you experience the subject behavior, use the software that came with the device to reformat the removable media.
NOTE: If the media came with your camera, use the camera software to reformat the media.
To workaround this behavior:
1. Open My Computer.
2. Right-click the device you wish to format and press Format.
3. Set the File System drop-down to FAT, or whatever file system the device expects. The default setting in the File System drop-down box is FAT32.