Can I format the psp memory stick on my ps3?

I bought a psp 3000 and started playing gran turismo on it without a memory card and would just switch off the psp when I wanted a break. I've completed challenges but will be getting a memory stick soon. If I format the stick on the psp I would have to exit gran turismo to do it. Is there a way to format the memory stick outiside of the psp so that I can just stick it in the psp and save my gran turismo?

Wait, your PSP didn't come with a Memory stick?tekken220

Bought the pearl white psp with mod nation thrown in for free for CDN$150.00

No memory stick was included. Bought it at EBgames but here is a link on Amazon for the same bundle:

http://www.amazon.ca/Sony-98886-PSP-3000-ModNation-Racers/dp/B003MQMD22/ref=vg_flx_newarrival?pf_rd_p=435640701&pf_rd_s=center-5&pf_rd_t=101&pf_rd_i=13916701&pf_rd_m=A3DWYIK6Y9EEQB&pf_rd_r=19Q8XYB8BJKQMGCAM271

[QUOTE="tekken220"]Wait, your PSP didn't come with a Memory stick?rawCpoppa

Bought the pearl white psp with mod nation thrown in for free for CDN$150.00

No memory stick was included. Bought it at EBgames but here is a link on Amazon for the same bundle:

http://www.amazon.ca/Sony-98886-PSP-3000-ModNation-Racers/dp/B003MQMD22/ref=vg_flx_newarrival?pf_rd_p=435640701&pf_rd_s=center-5&pf_rd_t=101&pf_rd_i=13916701&pf_rd_m=A3DWYIK6Y9EEQB&pf_rd_r=19Q8XYB8BJKQMGCAM271