Hi,
Are you getting error message saying that format the memory stick when it is connected to the computer. There are no option except formatting the card, but doing that you may lose the images on the memory stick.
If you format the memory stick, then you can recover the lost pics by using good Picture Recovery software. Download the Remo Recover (Windows) Media edition software and install in your computer, then connect the memory stick to computer and recover your lost pics from the memory stick.