Usb device horizon

Hi my name is Brandon and i have recently downloaded horizon and when i put my usb in it says it couldnt load iti am running it as an administrator so whats the problem help plz:(

Did you format your USB using your Xbox?

hang on if format it everything will be lost on the xbox and where do u format it

You go to storage on your Xbox 360, find your USB device name, and press Y while it is highlighted.