A rather strange site. How does one know if the HP link above downloads the HP utility or a malware app? I would feel safer getting the HP utility from here:
http://kb.sandisk.com/app/answers/detail/a_id/19258/~/formatting-usb-drives-with-third-party-tools
or here:
http://www.softpedia.com/get/System/Hard-Disk-Utils/HP-USB-Disk-Storage-Format-Tool.shtml
instead.