Formatting USB by Diskpart

Step 1: Plug the drive into your computer and transfer any files you want to keep off of the drive to a safe spot.
Step 2: From the start menu, type cmd into the search bar and hit enter. Alternatively, you can go through All Programs > Accessories > Command Prompt.
Step 3: From the command prompt, type diskpart and hit enter.
Step 4: Once diskpart has started, type list disk and hit enter.

Step 5: Locate your flash drive in the list of disks, look very carefully at the size so that you are sure you select the right one. Then enter the following commands where > means hit enter:

Step 6: You can now close diskpart and command prompt, load up your music and enjoy 
I haven't tried this method using NTFS, but if somebody wants to give it a shot, all you have to do is replace fat32 with ntfs in the command line.