cant format sd cardddd

I pluged my phone to my computer opened windows media player and it starts to sync. when its done i get and error so everything got erased in my card from pics to music! anyways after i got over it i unpluged it and i hit format...but all i get is a lil exclamation on the top next the the card.... i turned of the phone took it out and redid everything but nothing!!! help? Wen i hit format it says card is damaged please insert another sd card...how can it be damaged