my USB pen drive won't format?

I have a USB pen drive which I use a lot to transfer files from MAC to PC. I forgot to eject properly from my MAC and just pulled it out of the USB drive and then inserted it into my PC. The PC then wouldn't read it and asked if I could format it. I took it straight out when I realised what I had done and re-inserted it into my MAC but it was too late - the MAC won't see it at all and when I put it in the PC USB it always asks to format it, but when I choose "yes" it says it can't be formated - is there anything I can do?