@TVeblen: I got the "ba-dup" sound when I used to connect the USB, and even a dialogue box asking me if I want to open the files. There are no switches either on the USB.
@jumanji: It doesn't show up in My Computer,
It doesn't show up in device manager,
Not even disk management.
Well, the USB is around 200MB, so all that is on it is work (.pdfs, MS office docs and powerpoints), most of which are quiet important.
Thanks for replying guys