Problem with kingstone usb 32gb

Thanks for your advice,but I allways make a safe remove of the device but this problem accures again.
(all the data disappeares)
And when I eject it from my computer it doesn't eject compeletly,with this meaning that after ejecting it doesn't open but Ican see it in my computer list and by right chlick on it I see format and other icons and I must make safe remove.