Please don't say you actually did format it. Otherwise the stuff is irretrievably lost, although this shouldn't be too much of a problem as you will only have lost what you did since the last backup.
[[ What's that? No backup? Oh dear. Contact a data retrieval expert company then and DO NOT PLUG THE STICK INTO ANY COMPUTER until you have spoken to them. ]]
If it was a Windows machine that told you it was corrupted and needed formatting, this is a Windows bug and just means Windows needs rebooting before it will start to be sensible again. I've seen this kind of message a few times and restarting (or sometimes reinstalling) Windows is enough to solve the problem.