Totally Erasing Memory Stick

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Is it possible to completely erase all the "Used Space" on a memory stick? I'm currently transfering files from computers so I loaded up the memory stick, transferred it, and then delted the files. However, the space is still used up, even though there are no files. I just want to clear the thing and load additional files, rinse, repeat. Is this possible? And if so, how?
 
How are the files not deleted? I never recomend formating a working flash drive because of the literally hundreds of problems on this site that have arisen from formatting. You must have some software preventing the files being deleted, because they should be off the drive by clicking on them and deleting.
 
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