I am trying to add two partitions to a 4GB usb stick and I wish to
use it on Linux and XP. Any pointers to the cause of the error 22
following the w command? I tried to format a partition with c but no
difference.

clean the stick
root@eric:~# mkfs -t msdos -F 32 /dev/sda1

then
root@eric:~# fdisk /dev/sda1

then in fdisk
Command (m for help): p

Disk /dev/sda1: 4087 MB, 4087946752 bytes
255 heads, 63 sectors/track, 496 cylinders
Units = cylinders of 16065 * 512 = 8225280 bytes

Device Boot Start End Blocks Id System
/dev/sda1p1 1 200 1606468+ 83 Linux
/dev/sda1p2 201 496 2377620 83 Linux

Command (m for help): w
The partition table has been altered!

Calling ioctl() to re-read partition table.

WARNING: Re-reading the partition table failed with error 22:
Invalid argument.
The kernel still uses the old table.
The new table will be used at the next reboot.
Syncing disks.