How can I fix my memory stick?

It was very probably disconnected improperly, when there was some file been writen to it.
This can corrupt the file system, making the memory stick appear as unformated. It's related to the way those are writen to: (this apply to any flash memory)
Whenever you write anything to a memory stick, the previous content of a block must be read in a buffer, then, the block is cleared of all data, the new data is added to that in the buffer, and finaly, the updated data is writen back in the block.
If the process is interupted during the ereasing or re-write phase, that block is corrupted. If it's the root folder that is accessed at that time, the memory stick looks as unformated.

You may try some file recovery tool to try to recover most of your files. I have "PC Inspector File Recovery" that is available for free and do a decent job. There are several other available from a variety of sources.
I like those sources, but there are many others around:
www.filehippo.com
download.com.com
www.lacuna.us/links/freeware.php
www.alternativeto.net

ANY recovered file MUST be copyed to some other location. Some of those are probably missing some part, probably at the beggining of the file making them useless.
You'll ned to do some detective work as the original names and extentions are probably lost.

Getting the correct extention can be automated in many cases, but the actual names must be manualy entered.

Once all recoverable files have been copyed, you need to reformat that stick.

Electro
December 2012