Ok, one more time.
You need 4 Partitions, I think. So far I know, is that the filesystem of this swap partition is vfat, and that is normaly the 1. part.
Be sure that sda1 and sda2 is not mounted. Change to manage Partition. Double klick the sda1 at filesystem and change it to vfat, the same at sda2 and change it to ext2 (better use ext2 when you use a stick). Now double klick the label of sda1 and call it SWAP. The other partitions don't need to be labeled mini. Klick apply changes and wait if its done.
Change back to Manage Images. Mount the SWAP partition and klick in the top show partition content below. Now klick on the SWAP partition. In the window below you can right click and create the folders you need.