On the File menu, point to Copy, and then click Copy to Portable Device.
In the Items on Device pane, in the drop-down list, click the removable media that you want to format, and then click the Format storage media button .
Notes
Formatting erases all data on the removable media. Some removable media, such as compact disc-recordable (CD-R) and compact disc-rewritable (CD-RW) media, cannot be formatted.
It may not be possible to use the Player to format removable media in every device. For more information about formatting removable media in your device, see the documentation that came with the device.
The Items on Device pane typically refreshes automatically when you connect a device to your computer, when you disconnect a device from your computer, or when you insert or remove storage media from a connected device. If the display does not refresh automatically, you can press F5 to refresh the display manually.