The format program in Windows XP doesn't support double density floppies directly. However you can specify the number of sectors and tracks to format a 720K double density floppy as such:
Open Start->Run type "cmd". This will open a DOS prompt. Type in FORMAT A: /T:80 /N:9
If you want to do it on the Amiga you have to make sure PC0: is mounted. Type mount PC0: in an Amiga shell.
