I take it that you cannot see your pendrive in my computer.
This may help?
Go here follow the guide to give your pendrive a drive letter, making it usable.
http://www.online-tech-tips.com/computer-tips/how-to-change-the-drive-letter-in-windows-xp-for-an-external-usb-stick-or-hard-drive/
Erk, July 2009