Stored files on flash, now says not formatted

I backed all my files up on a flash drive (which I just found out I'm not supposed to do), and now when I plug it in, it says "the disk in drive J is not formatted, do you wish to format it now?". I've been told not to do that or I'll loose my info., but I can't get anything off it. I've tried it in another computer - same thing. Can I send it somewhere or get my files back off somehow??? I'll never use it again. Another question: should I use CD's to back my files up on? I never know what's going to be obsolete in the near future. I've backed my stuff up on floppys, but half of them say they're not formatted too. What's the best back up? And how do I get my files back? Thank you SO much for any help! frustrated now, but soon to be relieved? Penny, new and computer illiterate user.

BadCopy Pro
http://www.jufsoft.com/badcopy/

But you must pay for this, trial is free - so try before buy

What flasdrive do you have???

There is no name anywhere on the drive. It just says 2GB. It is silver - that's all I have.