Can't format kingston pen drive

Hello,
guys
i had tried everything
using hkeys and comp management
the prob is in hkey registry there is no "storage policies" in my vista
while cumin to another sugesstion like computer memory management the options for formatting are not highlited(activated) for the pen drive .......only open,explore,properties and help are activated
please help me out
any one mail me the answer
raja777m@gmail.com
don't send rubbish things or rubbish answers like put ur pen drive in water etc......
thanks in advance