Pen drive issue of mac and windows????

I've a SonyClick 8GB pendrive and i formatted the pendrive in my MacBook using FAT partition but when i connect it to the Windows 7 PC, it is not able to open the partition it directly says to format it....
And on Windows 7's disk management it shows 2 partition one of File Type - GBPT Protective and the another one file type is - RAW ...i don't get it, i formatted it using FAT still it shows RAW as a file type And what is GBPT Protective ???

You formatted the partition as FAT, but what Windows is complaining about is the partition table itself. Most Windows systems have a BIOS that supports a single partition layout scheme: MBR. OS X (and, actually Linux too) understands several partition layout schemes, but GUID-based partition tables (GBPT) have been the default under OS X for some time.
On EFI-based Windows servers, a disk with a FAT partition and GBPT partition layout ought to be readable. Chances are pretty good, though, that you don't have an EFI-equipped Windows system.
In OS X, you can specify the partition type using the Erase function in disk utility. Erase the disk, and select the MBR partition type. Then create your FAT partition. It should be readable on just about anything.

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