Pendrive not working, please help

Hello,

I have a 4GB Pen drive that I'm not able to format. I tried every method possible, including the direct format, formatting through C prompt and also through a windows XP bootable CD. None of them worked. By deleting the partition from a bootable CD, the data got erased but now the pendrive cannot be recognized as it still asks for a format.

Can anyone please help??
Many Thanks!

Ar