Disk is not Formatted

I am using Windows XP professional, but my problem is when i save a file (either an Excel or Word) through the floppy disk and open or copy this to another PC (with WinXP OS) it always display a message as “Disk is not Formatted. Do you want to format it? Yes or No”
Is this a sign or Virus? I’ve using a New Floppy Disk. Another is where can I download a free antivirus that can solve this problem, especially those antivirus that can be installed to the floppy and boot my PC, then scan during boot-up.
Need help. Thanks guys in advance..