I got a free promotional USB stick that I want to format for my own purposes. When I inserted it, it automatically opened a browser and launched a web site.

I have since disabled autoplay on this computer so that nothing launches when the stick is inserted. But it still shows up as two separate drives, and one of them is a "CD Drive" that I can't format.

How can a USB stick contain a "CD Drive?" And more to the point, how can I remove this partition using Windows XP or Ubuntu?

Update

I previously asked for an XP solution, but finding none, I have tried Ubuntu, also without success. Gparted doesn't see the "CD" portion as a device at all, and from bash, any chmod changes I try tell me that the file system is read-only. Any ideas?