AKICOLJ - USB memory sticks

My 4Gb memory stick seems to be suffering from corrupted files. There's nothing important on there, so I tried to format it; that seemed to be succesful. When I tried copying more stuff too it, I got an error message saying there were corrupted files again.

Does anyone know of a downloadable disk checking utility I could give it a quick once-over with? I will replace it PDQ as it's the one I use to move work related stuff around, but I'm curious to know what it wrong with it.