I cannot delete items from my flash drive?

I am able to add things to my new sandisk flash drive fine, they show up on other computers, but when I delete them or "move to trash" they go away but it doesn't free up ANY space on the disk! I have yet to find a way to format or manage the disk on my macbook, and 3rd party software is even less helpful as it doesn't even recognize the disk as having files or space. Anyone know a way around this