Flash Drive is Disk?

So i just bought a SanDisk 4Gb Flash Drive. The second I put it it asks for a format. I click start and it says "windows could not format".Â
Then I try to go into the drive and my computer thinks it is a disk drive. Anyone know how to fix this?
It's rendering my flash drive useless.

Did you try a different computer? I honestly never came across anything like this. It could be corrupted/a lemon.