Memory Stick Problems

Hi,

Up until this morning, my usb had been functioning perfectly.
However, when I "saved" a file to the USB, it was grand. There, openable.

Upon ejection, and replugging, the file was no longer there.
I moved a folder, with the same process, ejected, and replugged, the folder was there, but was empty...

Any Ideas please... Really bugging me.