how to make the USB work

I went to pallika bazaar to get games for my WII I went into a shop with my pen drive the shopkeeper put some games into it
it works on my WII but when i put the drive into my pc it just shows a message saying do you want to format the drive

I need a software so that i can actually open the drive and copy WII games that i downloaded into the it
PLEASE HELP as the shopkeeper is charging too much
THANKS