My flash drive can't be opened nor formatted

Each time I plug in my usb drive, a pop-out window will appear saying
"You need to format the disk in drive E: before you can use it. Do you want to format it?"
Then when I click "Format disk", another pop-out appear.
It says :
"Windows can't format E
Check to see that the disk and drive are connected properly,
make sure that the disk is not read-only, and then try again.
For more information, search Help for read-only files and how
to change them"
The only option is the "Close".

Then I get this software called 'HP USB Disk Storage Format Tool'
It seems that it solved many USB problem before.(I saw from the review)
But when I try to use it to format my USB drive, there is an error window pop-out.
It says : " There is no media in specified device".
Eventhough I already selected my GENERIC USB Mass Storage (E:\)

My USB drive type is Kingston 16GB
DT101 G2