Any one know anything about flash drives

I am trying to copy photos from my camera to my flash drive but it's not working. I tried copying them to my computer then copying them to the flash drive, the pictures are on the flash drive initially but if i remove it and plug it back in there gone! I have managed to put some pictures on that were on my computer from before so there doesn't seem to be a problem with the flash drive! Please help as it's driving me mad!!

Can you not just "drop and drag" via windows explorer?