PSP- Removable Drive "E"

I used the USB thing on my bro's com, it worked, it would bring up an extra drive called a removable drive, labeled E. But on my computer, despite that I have a USB port, it won't create the removable disk drive. Can someone tell me why, and/or how to fix it?

 

Does it not show up in My computer at all?

 

No, not at all.

 

what os are you using?

if 2000 or XP go into the control panel, select classic view if not already selected, select administrative tools, then computer management.

Select Disk management on the left and see if it is visible here.