Can not open my USB stick

Hello,

Just simply I can't open my SUB stick. Actually i was working with one of the file which is open from the USB continousely, but when I saved the same files it give me a reply that insert your disk. But the disk was still their, I did not took it out. Still I cannot open my Disk. When I insert the SUB stick to its port it dected, but when I try to open it says "Please insert your removeal disl, Even I try to format still then it gives me a same reply.

so please can you help me to come out of theis prolem.

Thanks