MEMORY CARD

Hello,
When I insert a pen drive or a memory card on my notebook, and then I try to open the device in my Windows XP, the Windows show a message saying

"The disk in drive F is not formatted.

Do you want to format it now?"

Then, I press "Ok". I tried all the ways to format the disk, but no works. Then the Windows show a message saying:

"Windows was unable to complete the format."

and later...

"The disk in drive F cannot be formatted."