Hardware :: Memory Stick Damaged - Not Readable?

I am literally less then a week into being a mac user, so forgive me if I come across as a little ignorant. I'm using Leopard and a 500gb Imac [I don't know if this makes much of a difference? I was using a 4gb Kingston usb stick to move files from my old pc to the new Imac and made the mistake of not ejecting properly since then every time I insert I get "the disk you inserted was not readable by this computer". I've googled and googled trying to find some way to fix it and so far nothing.

It does appear in disk utilities as "generic flash 2.0 media" and i have tried to reformat it, I erased as MS - DOS and then even tried to partition I've tried Master boot record & guid partition table both under MS -DOS [I really need to be able to use on windows as well as mac] underneath it continually says Unformatted beside partition map scheme. I've also tried to reformat using windows in the hope it might bring it back to life, again nothing - so I'm beginning to wonder have I just got a dud memory stick? I have a Kingston 1gb stick and when its inserted it appears as "Kingston" under disk utilities.