Flash disk problem

Hello,
i got a kingstin datatraveller flash disk. i was transfering data from one computer 2 another when inserted it into the other it brought a message please insert a disk in drive J: . there was a light shining on it but now its not shining. i ve visted forum to check for prob to no avail. i tried going 2 disk management , used HP formating utility. does anybody have a way out or the flash is DEAD.