XP/Vista should be seeing it, it just might be using one of the existing drive letters. This normally happens if you have more then one CD/DVD drive or other devices taking etra drive lettrs.
Go to Control PAnel -> Admin Tools -> Computer Management -> Disk Management.
Look at one of your cd-roms, normally the last one, and see if your usb is listed. If it is, right click on it and change the drive letter. I normally anything after J. now whenever you plug it in, it will always that the drive letter you gave it.
If that doesn't work try manually loading the drivers.
Hope this helps.