I don't know if anyone has helped you but:
The best format for maximum compatibility is FAT 32, easily read by Macs and the default for Windows-based PCs. To format your external hard drive to FAT 32 from your Mac:
1. Plug in your external drive. Keep in mind that by formatting your drive you will lose all your information.
2. Open Disk Utility (Applications > Utilities), select your external drive, and click the "Erase" tab.
3. Under "Volume Format" choose MS-DOS (FAT), which is FAT 32, and click Erase.
4. Press Erase again to confirm and let it do its thing.
Again, please be sure that you do not need any of the data on your external drive (or that it is securely backed up), since the reformatting process will completely erase the drive.
from:
http://reviews.cnet.com/8301-13727_7-10345508-263.html
I don't have OS X but this sounds right. I would note that at this point only the "New" models of the Opus, and old models of the Cybook gen 3 (pre 1.2~) don't have a bug that crashes it on page turn. The next firmware update for the Gen 3/Opus should fix this but they have been working on "fixing" the bugs for the last 7 months since they released it at a Paris showing.
I am not sure about the bookmark problem but I would not send it in and expect it to never crash again (I sent mine in [for a hefty 60$ shipping fee] and they sent me another back that still had fresh ink on the reset button -.- and still crashed on me). Good luck and hope that this helps.