On the File menu, point to Copy, and then click Copy to Portable Device.
In the Items on Device pane, in the drop-down list, click the removable media that you want to format, and then click the Format storage media button.
Note
Formatting erases all data on the removable media. Some removable media, such as compact disc-recordable (CD-R) and compact disc-rewritable (CD-RW) media, cannot be formatted.