check in terminal a command
mount
and see if something nice appears...like a disk of the size of your stick. if does, that's your memory stick...but I guess it doesn't. check that you have some modules loaded,
modprobe usb-storage
modprobe uhci-hcd
modprobe ohci-hcd
and then, when you plug it in,
mkdir /mnt/mem
mount /dev/sdXY /mnt/mem
where XY is the rest of the device's name, like a1 (like sda1), a4 (sda4), etc....like
mount /dev/sda1 /mnt/mem
altough I'm not sure about the name of the device (sda1 or what) because it depends on your system..
EDIT: my stick was too a windows-driver-based one, with "secured" and "unsecured" partitions on it...I just changed the secured partition's size to 0 so that there was no password-protected area, and it worked on my linux