Pen drives are usually USB you mention the word modem which makes me think that you have a wireless modem version. If so It could be your firewall settings physically disconnect from the internet then disable the firewall (temporarily) and see if that works. If it is a standard USB one try using a different USB port or another computer. Most drives need to be stopped before they are removed if they are removed before stopping or whilst docs are still open you can corrupt the disk. One last ditch effort is to check the drive with windows when plugged in and get it to check for lost files etc. or you could format the drive this would cause you to lose your files but you may be able to recover them using handy recovery. This is not recommended till you've tried everything else!
hope that helps
Darron Nixon
October 2006
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Try fixfault.com to fix usb pen drives.