USB Drive Lost

I share a computer at work and had a flash drive that I used. I left it plugged in one day and returned to find it gone. This really surprised me because I trust my coworkers there are 3 of us that use this computer.
My question I know who is using it have asked them if they have seen it (of course they did not) I want to be able to copy all the files to a folder on the computer or netwok that I know about and delete all the files on this drive when it is plugged in.
I know there are programs that will run in background to do this but I don’t have admin rights to install software so this isn’t an option.
WindowsXP,
Gary