I'm just stepping out, in the meantime try the following
Some users don't have success with this method, but give it a shot
XP won't give you the Format to NTFS by default
Right click on MyComputer and select Properties>>Hardware>>Device Manager
Expand(+) on Disk drives
Find your Flash drive and right click on it and select Properties
Under Policies select "Optimize for Performance">>Ok it
(Keep in mind, you may have to use the Safely remove hardware wizard when removing the device"
Right click on your flash drive in MyComputer and select FORMAT
Choose NTFS under File system then click START
See if that helps, as mentioned, some find it won't format this way