This situation always happen when "viruses" attack your flash disk.
There are many ways to get through this. Here are some steps you might want to try out before you do something you might regret. (Like formatting your disk leading to file deletion or throwing it to the trash can..)
Try these steps when you are using Windows XP:
1. Go to My Computer.
2.Click on Tools. Found on the top part of the window beside help.
3. Then click Folder Options.
4. A small window opens up. Then click View.
5. Tick Show hidden files and folders and
6. Uncheck Hide protected operating system files (Recommended).
7. Then click OK.
8. Look at the contents of your USB flash disk. (I'm hoping it is there.) If not, try scanning it with an antivirus.
9. Right click those hidden files.
10. Then click Properties.
11. Uncheck the Hidden attribute.
12. Check Read-only or Archive.
If this tutorial is not working then the virus that had infected your files has done too much damage to your disk. Try scanning it with an antivirus.
These are as detailed as I can be. If there are questions, please feel free to comment below.
I hope this have helped you in some way.