hi
i think you found one of those unique usb drives that show wonders out of the box

i have seen such happen. i never saw it happen on windows though. there could be seceral reasons:
1. windows did not read your partition correctly. i guess either your usb port is defective or the driver. (wierd things happen. one of my usb ports works perfect with all my other devices but cranks with my 8GiB pendrive! and my pendrive runs perfect on other ports.. even on other's computers.. but doesnt seem to like THAT port!)
solution: check with other usb ports and/or reinstall windows drivers.
2. your pendrive is defective; maybe the socket is bent or cracked or the layer of circuit line has decayed by much use.
solution: check it several times on other's system; if useless get a new one

3. your pendrive has been locked by mistake. there are several softwares that can actually lock partitions on drives. you cannot retrieve data even using a "raw" way! so linux can't "communicate" with your pendrive.
solution: just reformat it with FAT32 (and not FAT or NTFS). most os know it. FAT is also common.. but it sucks.. hehe
hope one of these work for you. reply if it worked.
regards
asit
Do you know "Me"? Well.. "Me" is a Japanese girl whom you don't know ofcourse! :p