Just to be certain it is not seeing it try this.
Right-Click "My Computer" and then Left-Click "Manage".
Select Disk Management.
Look on the right-hand side and see if you have a 4GB hard drive with no letter.
If you do, Right-Click the drive and select "Change Drive Letter or Path". Give it whatever drive letter you like.
Now, if it is not shown within Disk Management, you probably have a defective Flash drive. I have had Memorex, Sandisk and PNY go south on me. Some of them will replace it. Some won't....