Some times what happens the pen drive you are using is well and good but system is not able to detect it by some reason.
So for this below is the solution.
After plugging in the device. Go to device manager (In run type "devmgmt.msc") In Device manager go to "Universal serial bus controllers" It should list the storage devices that you have connected to your PC. Right click and then click "Uninstall. Remove the USB drive and restart your system.
Try connecting the device again, i think this should solve the problem.