Can't format an external HD

What to do when I can't even format the semi-dead HD via my OS (XP)? I need to return the faulty drive but with data recovery programs it's still possible to dig up an assload of files from the faulty drive and I srsly I don't want any curious/bored bugger checking out what they can find. Any good programs out there that could help?

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-- Explain what you mean by "semi-dead".
-- If your shitty OS can't do it, have you tried a different one?
-- If you're RMA'ing it, don't worry, because the manufacturer won't risk lawsuits to look at your gay german granny porn.  If you're still worried, there are ways to negotiate sending in just the logic board, etc.  You'd have to email them first, though.