Can't open my pen drive

Hello,

yesterday while removing my pen drive from my computer i didnt do any safely removal device from the task bar and now having some problems in accessing (problem:pleas insert a disk into drive),the pen drive can anyone actually tell me how can i open my pen drive get back the data i have on it please?

it is telling me to format the pen and i cant do that i have many important files on that do you think it is the safely removal device that causes that?pleas pleas.........!
Configuration: Windows XP
Internet Explorer 7.0