Thank you all for the detailed suggestion and discussion. You guys are great.
I finally get it working by this combination:
In Windows Disk Manager (as Leonard suggested), Format (the remove partition menu item was grayed out), Select FAT32 (as Jim mentioned), Leave the Title blank (as Jon mentioned it shouldn't matter). After that, it was recognized by the camera. To be making sure I went ahead and did the camera format again.
Thank you all again.
Don
