Out of the box, Windows will not allow you to partition a USB Thumb / Flash Drive. How can you do this?
In case anyone is wondering Why you would do this?
It's interesting in the case of a BitLocker ToGo drive where you can take a large thumbdrive (like 4 or 8 GB) and format a small amount of the drive to be used normally as a Fat32 drive and leave the remaining partition encrypted using BitLocker. This allows you to keep some non secret data on the unencrypted partition(like portable apps).