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If you cannot format successfully your USB flash drive using Windows format feature, you can try the tip given below.
1. Open the Start menu, type cmd in search box, right click on cmd.exe and select Run as adminstrator.
2. Run now this command:
format H: /FS:FAT32 /x
Replace H: with your own USB flash drive letter (E:, F:, G:, etc.). You can also replace FAT32 with another file system such as NTFS, FAT, etc.