Repair Hidden Files or They Became Shortcuts Only in your thumbdrive.

Click on "Start" -->Run-->type cmd and click on OK.

Here I assume your pendrive as G:

Enter this command.

attrib -h -r -s /s /d g:\*.*

Note : Replace the letter g with your flash drive letter.

Wait until the process finish....be patient friend.

That's it. Restart your computer then all your files will come back to you.