CF card delete files, back when inserted, can NOT format - help

[CyByte]

I have a 4 GB compact flash card for my pda. It worked fine earlier but now i can not read or write from it properly. If I use it in windows XP and delete the files windows shows they are deleted, but when the card is taken out and re-inserted all the files are back again.

When I attempt for format the card I get an error stating windows is unable to finish formating.

please help