Using diskpart on Windows to partition a USB stick

Open an elevated command prompt.
Run diskpart

<C:> diskpart
DISKPART> list disk

Note the disk number that corresponds to your USB drive, it should be obvious going by size.
select disk X where X is the number from above

 select disk X
 list partition
 select partition 0
 delete partition
 select partition 1
 delete partition
 create partition primary
 exit

Exit Command Prompt (type exit or just close the window)
In Windows, go to Computer and try to open the disk. It will ask you to format it.
Format it with the default settings and give it a name if you want.
It should now a single, unified partitioned drive.