I do have XP and just now I went C:\ and right clicked on my A drive. I then clicked 'format' from the pop-up menu. There was a disk with stuff on it in the drive. It proceded to format it and it did, for I checked. It showed nothing on the drive when I now clicked on it.
But I noticed that the File System of the Format window was listed as FAT. Is this inconsistent or not with the fact that XP uses the NTFS file system?