Click Start menu, select Run and enter diskmgmt.msc
If it asks you to initialise the disk, make sure you select a Basic disk, as opposed to a Dynamic.
There's a guide on Disk Management here You need to find the disk with unallocated space. Right click on it and select "New Partition" and follow these steps, clicking "Next" to get move on at each stage.
1. Partition Wizard starts, just click next to move on
2. Select Primary Partition.
3. Enter the maximum size for the Partition Size
4. Choose assign a drive letter. I used F:
5. Select "Do not Format this partition"
6. There will be a dialog box, summarising all the previous stuff. Click Finish
Now you have a drive letter, this is what we will pass to the formatter
Now download a copy of fat32format. Extract the single EXE file to somewhere suitable, like C:\.
Click Start->Run and enter
cmd
When the command prompt opens, type this - C:\ is the place you extracted the exe file to. Note if this sort of command line stuff makes your head hurt, you should probably give this a try instead
CD /D C:\
.....