If it GUID Partition Table (or GUID Partition Map), you need to erase the disk. Info about the selected disk will be listed at the bottom of the Disk Utility window, including the partition scheme. Make sure you select the disk device entry, not the volume the volume will be indented below the disk's entry in the sidebar.
To change this on OS X, you need to reformat (erase) the disk using Disk Utility. What I suspect you really want, though, is to replace the GPT with a master boot record (MBR) partition table instead. It sounds like your USB disk is formatted using a GUID partition table (GPT) the EFI partition a standard part of how OS X formats disks with GPT, so it probably shouldn't be removed.
