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#11
Do not bother about formatting. Rufus will format the pen drive during the process. ( of course Rufus will tell you that you will lose all data when it formats the pendrive. So backup any data on the pendrive before you start Rufus. In other words it should be an empty pen drive without any data)
You can use any Linux distro to make the live Linux pen drive but with Lucid Puppy you have this my guide here to navigate through the unknown territory. Lucid Puppy way to recover files from a non-bootable computer - Windows 7 Help Forums