My computer does not recognise my usb key anymore?

I have spent the best part of yesterday working of some lessons I needed to prepare.

Happy with myself I stupidly only saved them on a new external usb key which was at the time recognised by the Mac.

However, when I tried to plug that key on another pc it asked me to format it?? Obviously I did not has all my work was on it. SO I returned to my good old Mac and inserted the key... guess what? It refused to recognise it either. I could not even restore anything... Where has my work gone??? How can I retreive it?

Please, I do understand I should have been a bit more clearver and save it in two location but I did not.. I now need some help, if anyone could I would be so eternaly grateful>