my usb pen drive displays 0 bytes?

after i have inserted it, there's no action. it appears as Removable disk instead of my name. when i try to open it, a dialog box appear, asking me to format the drive first. i don't want to format it because there's videos on how to play guitar and piano and also most of my photos are in there.. could anyone please tell me why does my pen drive is not working? thanks!