Eyefi folder shows up after formatting to fat32

I need to update the fw on my car stereo, and then i need a formated fat32 memory stick to load the fw from, but after formatting in disk tools. a new folder shows up called EYEFI, what the heck is that? I thought formatting would erase everything.

Now i cant update my fw, cause player says "only update file on stick for upgrading"

Tried two different usb sticks, and 20 reformatting on each