Format error. I used a memory stick duo pro in my Sony camera DSC W55 and after taking some

Question

I used a memory stick duo pro in my Sony camera DSC W55 and after taking some pictures, it started showing format error and could not take any pictures again. I used the camera to format the memory stick but it wouldnt work. Any solution to retrieve my pictures. Secondly I have just bought another memory stick. Do I format it before use?