Unless it's write protected with a hardware switch, that shouldn't matter. You will need to be root. I assume that by 'format' you mean to delete all the files and recreate the file system. To do this use parted or gparted to create a new partition.
GParted is easy -- it's a graphical application, while parted is from the command line.
But essentially just find which device your drive is (probably /dev/sdb or sdc some letter after a) and delete the old partition and make a new one.
FAT32 is probably the file system you want, but that's up to you. GParted is pretty easy installs in gnome, probably in your distro's repositories, parted has man pages if you want to go that route and is probably already installed.
That's pretty much it, but it won't wipe data clean, (i.e. CSI / identity thieves could still get to your data; to do that, you can use `dd` to copy over every thing from /dev/zero, but I won't go in to that unless you ask).