The floppy icon on the screen is "PC0:" , not DF0: .
If you want to use the disk on the Amiga only, you don't need to tape anything, just format the disks and that's it.
XP boxes needs the tape, and the disks must be formatted in 720k (double density - DD), not 1440k (high density - HD) in order to use them on the Amiga, too.
For better, suitable way, save the contents of the disk on the peecee, then format in the miggy to use all of them as transport (or backup).
The cli line is:
"format drive PC0: name watheveryoulike noicons"
No quotes, obviously. ;-)