locked out of thumb drive

I have a "disk on key", when plugged into the computer I see it show up as "removable disk" with a letter assigned to it. When I try going into it, I get a pop up window: "please insert a disk into removable disk (f: ).".
In short I cannot get any information from the thumb drive.
In disk management, it shows up with a letter assigned, and the disk is grayed out. I cannot change the letter, or format there (or even through my pc).
In device manager, it shows up as "usb mass storage", and it says it is working properly.

i have tried in several computers, different version of windows as well, and was not successfull

Thank you very much

Sounds like it is dead, no choice but to buy a new one

thanks for the response
we found on the silicon power site:
SP / Silicon Power-High quality, Exclusive and Unique Leading memory storage brand
and we were able to format the thumbdrive, and after the format it was recognized by the computer
my problem now is the information on the drive, we tried two programs, one "recuva", and it didn't find anything.

I threw my USB key in the bin when that happened to me, oh well, good to know for next time.

Which program did you use from that site? This one?

it looks like the one we used, i cannot say for sure, a friend of mine did it.
at least it is usable now, i copied a 500 kb file, disconnected the usb drive, and plugged it in, and everything is okay
except as above, i am still trying to recover the previous information i had on the drive