So you've plugged in the USB drive but have you mounted it? What distribution and desktop environment are you using? The latest GNOME (since 2.8) and very latest KDE (3.4) automatically mount USB drives if everything is working correctly. Otherwise you'll need to mount the USB drive before you can do anything with it. If you have an entry in your /etc/fstab for the USB key you can usually mount things with
where '/mnt/usb' is the directory you'd like to mount the USB drive to. It might be different, however, such as '/media/usb' or '/mnt/USB_KEY' or similar. Otherwise you'll have to do the following as root:
mount -t vfat /dev/sdXY /mnt/usb
where X is the drive letter (see below) and Y is the partition (usually 1)
The USB drive is probably detected as /dev/sda or /dev/sdb but it could be another letter.
You'd do well to search LQ
for fstab, mounting USB, and so on because there are many threads dealing with this issue. You'll find some great tidbits such as how to mount the drive as a normal user.