load your memory card into your computer, open My Computer. from there highlight your memory card (it should be named Removable Media as default but that doesnt even matter)
Right Click and then select Format...
if i were you i would just keep the "File System" set to FAT32 but either way just click the "Start" button on bottom left of window and there you go. formatted card.
Just remember that formatting your card erases ALL data on disk. it should give you a message detailing that but if you have save files or anything you wanna save i would transfer them to your computers hard drive before format. or else....poof...gone...all those naked pictures of your last girlfriend....in the blink of an eye...
KIDDING but still backup your stuff if you need it still.