The following instructions do not work on Windows XP.
The version of Diskpart on Windows XP does not list removable disks.

Using Diskpart

You might overwrite any hard drive on the computer.
If at some point you are not sure about the disk number, stop proceeding.

Make sure that the USB stick or SD card that you want to reset is unplugged.
Click on the Start button, and choose All Programs ▸ Accessories ▸ Command Prompt, to open the Command Prompt,

More help on how to start the Command Prompt
Execute the diskpart command, to start Diskpart.

Execute the list disk command to obtain information about each disk in the computer.

For example:

Diskpart> list disk

  Disk ###  Status      Size     Free     Dyn  Gpt
  --------  ----------  -------  -------  ---  ---
  Disk 0    Online        80 GB      0 B

Plug the USB stick or SD card that you want to reset. Run the list disk command again.

A new disk, which corresponds to that device, appears in the list.

For example:
```
 Diskpart> list disk

   Disk ###  Status      Size     Free     Dyn  Gpt
   --------  ----------  -------  -------  ---  ---
   Disk 0    Online        80 GB      0 B
   Disk 1    Online         4 GB      0 B
```
Make sure that its size corresponds to the size of the device that you want to reset. Note down the disk number assigned by Diskpart to the device.
To select the device, execute the following command: select disk=number. Replace number by the disk number of the device that you want to reset.
Execute the clean command to delete the partition table from the device.
Execute the convert mbr command to create a new partition table on the device.
Execute the create partition primary command to create a new primary partition on the device.

Troubleshooting

See the Diskpart documentation from Microsoft Support.