Choose "Computer" from the Go menu in Finder.
Does it show up there?
If it does, but doesn't show up anywhere else, check the Finder Preferneces, Sidebar and General.
Check the boxes to show External Disks where you want them.
If it doesn't show up there, open System Information by holding down the Option (alt) key and select it from the Apple menu.
Select USB from the Hardware section and see if it shows up on one of the busses.
Also, what do you mean by "jump drive?" I've seen that term used for various things, from flash memory sticks to portable hard drives. If you are describing a portable hard drive, that might factor into the issue.