Drive Letter

I purchased one TRANSCEND 2GB pen drive. My home computer has XP with AMD 64 Athlon processor. For a month there is no problem. Recently I noticed that- when pen drive is plugged in, it recognises but it is not visible in MY COMPUTER as a drive. It is working normal in all other computers in my office.
Then I tried accessing it on my home computer in DOS mode and I could transfer files and see the directory of pen drive on DOS screen. To day I tried again. When I press "OPEN" in excel and started browsing, I could see the pen drive contents and acess the file- modify and save. While this serves my purpose in a limited way, I still do not see as a drive in "MY COMPUTER".

How do I get the drive name in "MY COMPUTER"?

Y V S R Sastry