USB pen problem

I got a new 4gb USB pen so that I can move some stuff from my XP computer to my Vista laptop. XP has no problem recognising it even if I plug and remove it several times but the problem is that if I put it into my Vista, it recognises once but if I remove it and put it back in again, it makes the noise that it recognises it.. and then nothing. I made sure all the drivers are up to date but it still does this. How can I fix this?

Don't fucking rip out your USB drive. Plug it in properly, eject it via the OS.