hey its just a driver problem. Your USB must be something like of USB 2.0 standard whereas often operating systems have by default drivers installed for USB 1.x
So one way is to install the latest drivers for USB for your operating system
Another trick is to try and use different slots of your CPU. I have a USB which does not work in the front slots of my CPU while it works fine when I plug it into the rear slots of my PC.
If all the above fails, take the USB stick to the shop you bought it from - as USB sticks are under a year's warranty.
Hope this helps.