Memory Stick: unrecognised: data deleted?

Hello, wonder if anyone could help - apologies I am not that computer technical/literate.
From my son's home PC, I downloaded a file of photos to a memory stick that had other data on it. I opened a music file and was listening to that on the PC whilst I clicked on icon to open a .doc file but the PC obviously did not have Microsoft office etc loaded as a pop up window came up. I deleted the pop up window. Almost immediately the music file stopped playing and the My Documents menu collapsed leaving the Computer menu open and the drive directory for the memory stick said "FAT 32" where normally one would read the amount of available/used space. Then the drive directory notification for the memory stick disappeared and that PC (nor now my own laptop) will recognise the memory stick as being inserted (although the insert sound occurs, there is no visual acknowledgment) and allow it to open as one would expect.
An earlier post re "My Windows XP not recognize any memory device" from Dario - Last answer on Jul 6, 2010 9:29pm BST @ http://en.kioskea.net/forum/affich-18251-my-windows-xp-not-recognize-any-memory-device posted a reply "The way I fixed it was by reformatting it with either the ntfs or the FAT partition." And then gave an explanation. I followed that but whilst my laptop Device Manager directory recognises there is memory stick inserted as a "USB Mass Storage Device" and the Disk Management directory details "Disk 1 Removable (F)" worryingly the latter has no partition black/blue line and merely states "No Media" . I cannot therefore follow the advice re reformatting it with either the ntfs or the FAT partition (albeit not technical enough to know much about reformatting) etc
Have I somehow inadvertently lost the data that was on the memory stick/rendered the memory stick useless?
Any suggestions would be welcomed
Many thanks