Always format your camera media, whether CF card, microdrive, or SD card, in the camera in which it will be used! Your computer may appear to let you format the card while it's loaded in the card reader, but it's quite likely that it will either do so incorrectly or offer you a set of options from which it's easy to make the wrong choice.
Formatting CF cards on Windows systems can, at least in theory, be done correctly, but the only time I'd recommend doing so is if you've used software supplied by the card vendor to perform data recovery or diagnostics and the software recommends formatting. Formatting CF cards under any flavor of the Mac OS is a recipe for disaster. Formatting cards in the camera in which they will be used is always safe and guarantees that the format will be the one your camera can use.