Thanks for the tip, I got it working now.
I was using win7, I think that was the issue. I tried every possible format configuration with win 7, then as I was about to give up, I threw it in my XP machine.
Formatted it Fat32 with standard allocation size, quick format, and it worked straight away.
It does show the numbers even if the gotek isn't connected to the Amiga.
The menu is acting a bit strangely I think. I select an ADF for slot 002 for example and then it shows a different (previous maybe) add in the menu, I click it again and it changes to the one I selected.
I am just using keyboard with arrow keys and enter.