It sounds to me like you were trying to format your primary drive all the time. Windows does make a small partition on the drive it installs to . You can see it with disk manager (fdisk).
Also, your bios may have it's own priority... like mine does. My main drive is always listed last until I edit the bios drive menu and force it first --- so my boot priority (set to hard drive) will boot the right one. This can make it confusing... and cause serious consequences if you format from the command prompt after booting from the install disk. I always disconnect ALL my drives except the one I want to format ... or even test someting on from the install command prompt.