i think u r not removing the pen drive from ur PC safely . when u insert a pen drive in the system u will see an icon(green colored arrow) in the system tray. when u have completed transferring files to ur pen drive, then before removing it, click on that green icon and u will get an option 'safely remove this device' , click on it and then there will a msg 'its now safe to remove the device', NOW u can remove that device.....your problem will be solved...