USB Drive in Parallels

I just got a MacBook and am running Parallels in order to run some statistical software. My USB drive (which works on every PC I've ever used as well as the Mac side of my new computer) only works sometimes. It always shows up as "removable disk (e)" on the PC side and lets me click in the lower right corner to safely eject the drive, but usually when I try to double click "removable disk (e)" I'm told to "insert a disk into drive (e)." Every once in awhile it actually works like it should, but often there's nothing I can do and am just not able to read the drive on the PC side. There doesn't seem to be any pattern to it.

Would love to hear what people think!!