Disk Utility USB problems

I have a 4GB USB stick that I'm trying to format in FAT so I can use it on Windows computers as well. The thing is, it just isn't happy. When I plug it into my macs, either my MacBook or my Mac Mini, it says "The disk you inserted was not readable by this computer." When I click Initialise, Disk Utility opens up. I can see the disk in the list on the left, and it is listed as Unformatted. I can format it in any of the Mac OS formats, but that's not good, as I need it to be readable in Windows. If I tell it to format in FAT, it says it's partitioning, but stops just before halfway through, with the error "Operation Failed, with the error POSIX reports: The operation could not be completed. Input/Output Error."
Is there any way around this?

William Boyd, Jr. wrote:
This may not help, but use the Partition tab in Disk Utility to set one partition, then click on the "Options" tab and choose and MBR boot record. Then try to format the partition as FAT32.
Thank you for this suggestion William, I tried it this afternoon, and it didn't work. It gave exactly the same error unfortunately. Thanks anyway! If you have any other suggestions, I'm more than willing to try them! I've tried doing it on my friend's MacBook both ways as well, and it gave exactly the same problem.

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