Have you restarted the computer?
All the flash drives I have seen have an operation light. When you plug it in do you see a light flash on the drive? Look carefully because they are not always very bright.
Are you looking for the drive in a Finder window, or on the desktop. You may need to make sure Finder preferences are set to display hard drives and/or removable media.
Start up Disk Utility and then insert the drive. Does it show in Disk Utility?