I've uploaded on my USB several files. When I tried to activate it later, I received error message "Disk not formatted, Do you want to format it now". Still didn't press "yes" - I really would hate losing the files on that disk!
What do I do? I'm not too good with computers and such, so I would really appreciate an answer as detailed as possible!

Thanks!

You need to get in the habit of using the safely remove utility before yanking out a drive. Sometimes the usb device waits until your finished before it finalizes the drive, if you pull it before its closed properly it will become unrecognized. There are utilities out there to attempt to recover the files. If you can get them start using the safely remove ulitity religiously, especially if you format the drive as NTFS which requires you to set the drive to performance rather than quick removal to even format it that way.

If you have an 8 or 16gig USB drive and you want to put a file larger than 4gig (movie) on it, the drive would have to be formatted as NTFS since FAT32 cannot accept a file larger than 4gig. You will not even have the selection of NTFS in the format utility unless you go into My Computer and right click the usb drives properties and then the Hardware tab highlighting the drive in the drop down and then select its properties at the bottom, then under the Policies tab select Optimize for Performance over quick removal. Then the format utility will add NTFS.