USB stick isn't recognized

Using a MacBook Pro 10.6.8

Bought an 8gb USB stick from ThinkGeek, one of the really small ones (link). It works perfectly fine on windows, where I formatted it to be FAT32. However my MacBook Pro won't recognize it, even when looking at the disk utility. I doubled checked and it still works in a windows computer.

Is there any thing else I can try to make it work?

Why did you have to format the drive? Normally, flash drives and thumb drives even as large as 32 GB are factory pre-formatted to FAT-32.

Didn't have to, but when the drive wasn't recognized it was the first thing I did.

I also edited the OP to say it is an 8gb drive.

OK, so you tried it on your Mac first and it wasn't recognized? Then you re-formatted it on your Windows PC to FAT-32; Windows recognizes it but the Mac still won't?

If that's what happened, send the flash drive back and get a refund. It's either not compatible with a Mac or the drive may be glitchy.