Plug the USB into your computer, find it in your Windows Explorer and Right-Click. There should be an option for Format. Select this and then select File System and there should be a drop menu for the NTFS file type. Select that and Format Away!
I've done that and just done it again, but it said that Windows was unable to complete the format. It will allow a exFAT format, but then it shows the drive is full. Either the drive is defective, or it was no good from the start. I've never stored anything on it, so I can't say one way or the other that it ever was good.