There is no need for additional application in order to work with your USB as from the moment you're plugging in the device, Windows will automatically install mass storage drivers. There seems to be another problem because these USB sticks were created so that you enjoy the plug-and-play feature of Windows operating systems. Please, try the USB on another computer and check the results. If it works then it seems that your Windows installation has problems. If not, then the USB device is broken and needs replacement.