USB flash drive can not be formatted

Hello,

I have a kingstone 8gb pen drive which I wanted to make bootable. But due to power cut I could not complete the process. Since then whenever I connect the pen drive to the computer a message shows: "You need to format the disk in drive j: before you can use it". If I want to format it an error message shows "windows can not format j". I then tried to format it on DOS, but here also I got an error "Insert new disk for drive j: and press enter when ready". But if I press enter it shows "error in IOCTL call". I tried to format it in the "disk management" console but could not. I even tried third party software to format it, but unsuccessful. Please suggest me what to do actually. Please help.