Data stick not working and getting very hot

I had a Future Shop ConnectPro data stick I've been using for a long time and today went to put it in the computer but it won't recognize it. It's not even coming up as 'device not recognized' on the computer but isn't coming up at all. Then I take the data stick out and it is burning hot, after just being put in. I've tried multiple usb ports and multiple computers. I really need the info on this stick... what do I do?! Thanks.
 
No recognition at all may indicate that this one is terminal. Hope not.

Pretty thorough approaches.... view all before taking further action:
 
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