Flash Drive not appearing

Hi

I have a brand new 512MB Flash Drive and when I plug it into my 3 month old PC into the usb port it says new hardware is installed (and this is confirmed in device manager) but the drive is not allocated a drive letter and is therefore not accessible for placing data on it.

How can i fix this please?

And how do I set the PC so when I plug this drive in, or the dig camera a window pops up and shows me the files on the device.

Many thanks
Bruce