You need to repartition it first to an MBR partition scheme, then you can format it. Of course sometimes, Windows being the American tourist of operating systems, expecting everyone else in the world to speak the same language, you need to use a computer running a different OS to actually get to the point where you can alter the partition table.

So worst case scenario, take it back to your friend's computer, and use Disk Utility to create a new FAT partition which you should then be able to redo as NTFS on your computer.

Also, just FYI, it's Mac, not MAC, and Vista, not VISTA. It's a minor thing, but MAC typically is a networking term referring to a unique code that every network card has, so it could lead to some confusion if you keep capitalizing it all the time.