Download the MSFMTINST240.EXE file to a temporary or download directory (please note this directory for reference).
Go to the directory where the file was downloaded and double-click the MSFMTINST240.EXE file.
NOTE: If a previous version of the Memory Stick formatter is installed in your computer, an uninstallation command will appear on the screen. Follow the prompts carefully to uninstall the old version of Memory Stick Formatter and then double-click "MSFMTINST240.EXE" again.
At the "Choose Setup Language" screen, click the drop-down arrow and select the desired language, and then click OK.
At the "Welcome to the InstallShield Wizard for Memory Stick Formatter" screen, click Next.
At the "InstallShield Wizard Complete" screen, click Finish.
The installation of the Memory Stick Formatter Version 2.4 software is complete. The Memory Stick Formatter Utility will be available from the computer's Windows Program menu. To access it, click Start, point to Programs, point to Memory Stick Utility and click Memory Stick Formatter.
How to Use Memory Stick Formatter
Preparation
Confirm that write-protection switch of Memory Stick is set to "Write enable" position.
Insert the Memory Stick media into the Memory Stick slot of the device or computer.
If using a file recorded on Memory Stick with the other application software, quit the application software.
The Format Process
Start Memory Stick Formatter. From the Windows Start menu, Click Start, point to Programs (or All Programs), point to Memory Stick Utility and click Memory Stick Formatter.
At the "Drive List" screen, click to highlight the drive that letter that represents the Memory Stick device/slot.
Click the Start Format button.
At the "Warning.

This software utility enables you to format Memory Stick® and Memory Stick PRO™ media with certain Memory Stick Adapters.

http://esupport.sony.com/US/p/swu-matrix.pl?upd_id=2018