While sadly Microsoft has removed FAT32 support from everything but USB sticks, they also didn´t include the ability to format a USB stick with NTFS. Nowadays you might want NTFS, because it doesn´t have the 2GB file size limitation and comes with a few other nice features. Gladly HP took care of the problem and released a tool (for free), which does the job of formating a USB stick with NTFS:
Sadly HP doesn´t seem to offer it anymore on their website, but you can always just google for it: http://www.google.com/search?q=hp%20usb%20disk%20storage%20format%20tool&ie=utf-8&oe=utf-8
or you can also download it from here, since we attached it to this posting.
Attached files: