This morning I bought a Toshiba 2GB USB keychain. Turns out it's got U3 installed on it, which I didn't want (and wasn't told about in the store; in fairness they probably didn't know themselves). It also turns out that U3 is facehuggerware: at least in the incarnation that's present on the Toshiba keychain, it doesn't contain an unistallation option.

Fortunately, all you have to do is:

1. Download "u3 uninstall.exe" from http://www.u3.com/uninstall/final.aspx.
2. Insert the USB keychain.
3. Run "u3 uninstall.exe" as an administrator.
4. You can then remove and reinsert the USB keychain, and reformat it completely from Windows Explorer.