I would say that XP is using some kind of strange formatting for them. What I would do is boot from the knoppix cd then open a console window (clam shell icon on the taskbar) then sudo cfdisk /dev/sda to open cfdisk to remove the partitions on the pen drive just choose the delete option for each partition then choose the new option and make the drive one partition like the other and then choose the type option and set it to fat32 then write partition table and exit the program.

Then format the drive with sudo mkfs.vfat /dev/sda and you should have a pen drive with one partition and formatted fat32.

note: I have never done this myself but knoppix treats the devices as a SCSI drive so the commands should work, you may want to seek other advice on how to proceed, and as always only try it with one drive to confirm proper functioning before proceeding with the rest of the drives.

additional note: knoppix includes QTParted a graphical partitioning tool you can also use in place of cfdisk, from the console window the command would be sudo qtparted then you would have a choice of partitioning all the drives in the system you would of course select the pen drive.