Go to Command Prompt. To access that, go to your Start Menu > All Programs > Accessories > Command Prompt

Type in "format x: /fs:fat" (without the quotes and where x: is your memory stick drive letter). Ignore the warnings and just hit Enter or Yes.

N.B-: Remember that once U had formatted your memory stick from the PC, DO NOT re-format it again in your PSP system XMD. Doing so will revert the memory back to the FAT32 system again. So... pls either copy your folder layout 1st of your PSP over to a temp folder in your PC, AND after formatting it back to FAT, U can then cut n paste the folders again, so that all your seplugins, GAME150, 390 is intact as U usually would have to.