In order to mount your usb device on a linux machine, you may need
to reformat it as FAT16 on a linux machine.  This instructions describe
how to do this:

1. Connect the device, run 'fdisk /dev/sda' ('sda' or 'sdb' depending on 
the machine's configuration). 

2. Once inside fdisk, do:
  fdisk> o
   #creates an empty DOS label
  fdisk> w
   #write changes to disk (USB stick)

3. Disconnect the USB stick and reconnect (or else the kernel does not 
realize changes made to the device).

4. Now run fdisk once again; fdisk /dev/sda
   fdisk> n
    #new partition
   fdisk> p
    #primary partition; select start and end sectors (defaults are fine).
   ...
   fdisk> t
    #'t' -- change partition's system id;
    # select '1' (1st partition), and select '6' for partition system id;
    # note that '6' means FAT16 > 32, (id '4' is also FAT16 but only for
    # disks lesser than 32 MB).
    # Use 'l' option to display a "list of known partition types", if you
    # are not sure.
   ...
   fdisk> w
    #dont forget to write!

5. Now, run:
   /sbin/mkdosfs /dev/sda1

The device should be ready to use on both Linux and Windows.