Reformat thumb drive in Windows that has VMware ESXi

I installed a bootable copy of VMware ESXi on a thumb drive to boot one of my servers to. Now I would like to remove the VMware software, however, Windows will not let me reformat the thumb drive. I have a copy of Knoppix Linux v4.0 and booted that up and tried to reformat the thumb drive – could not mount it as Linux could not determine the filesystem.

Any ideas on how to reformat my thumb drive so I can use it within Windows OS?