[X4U] Proper formatting for Cruzer

[n]

I have a couple of Sandisk Cruzers..the 1 gig size and lately I've been 
getting some idiotic warnings and reasons as to why I can not copy 
items TO it.

such as...

when I tried to copy a folder named "icons" to it, I was told that the 
name was either too long, or contained characters which are not 
allowed!

makes me wonder whether I need to re-format the cruzer so that these 
little warnings go away..can be a PITN to have to do workarounds when 
they crop up.
We bought them at Costco, and I assume, as with HDs, cruzers come 
formatted to work with Windows...often then contain goodies and extras 
with  the .exe suffix, so that's why I theorize that reformatting might 
be in order...along with the silly warnings I"m getting.

any ideas?

thanks