Problem with USB stick device?

Hi I have this very strange problem with USB stick, unlike many other people my stick does get recognise by my PC and I AM able to write files or record music on it. BUT when I remove the stick from PC and re-insert it again folder name remains there but the contents are gone!! It says folder empty. Can anybody help me as I have limited knowledge about the technical side of it... Many Thanks in advance.
 
hi, lol thats what i thought as well but problem is further on...its not just one memory stick! I have 3 memory stick 4 sd cards for mobile and they all doing exactly same. I can write on them, It reads while still connected but soon i take them off and re-try again and its gone. All there is left is folder name... but its empty...contents are gone. Media player come up with this error messege--

''Windows Media Player encountered an unknown error. This can occur when another program or operating system component encounters a problem but does not communicate the nature of the problem to the Player.

Any idea anyone??
 
For a second i thought lets belibe all the sticks and cards are faulty so i thought let me try brand new memory stick and guess what problem continues but this time another different message i'm getting is :

Windows Media Player cannot play the file. The Player might not support the file type or might not support the codec that was used to compress the file.

I don't know someone have had same problem or not... can anybody help??
 
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