My MP3 usb pen drive is not being recognized?

I have a mp3 player which I use for storing work (word documents), music and pictures. I noticed a message appear on the computer saying 'threat detected'. i ignored it thinking it was minor. the next time i tried accessing the mp3 player from several computers, the compters will not recognize it yet still the display light on the mp3 player still works indicating it is connected. i suspect this is to do with the virus threat. i have important college work and documents on it can any one help please?