Can't see my pen drive on my computer

Hello,
When I insert my pendrive in any of the USB ports of my computer, I don't get to find the drive letter assigned by the computer, and I don't get to see the pendrive when I open My Computer. The pendrive simply behaves as if it does not exist. Even when I used a brand new pendrive the same trouble shows up. I am using Windows XP sp2. I have tried to uninstall the pendrive and install it several times over several days but still I don't have a solution.