There is a 99.9% chance that you have gone and bought the "BIG" GB pen drive for a few hundred bucks from Delhi.....well, the bad news is, it's a dud.
It's usually Chinese , writing to it is a big pain since it takes ages and ages and finally you end up with corrupt data on the drive.
No use trying to waste time over it, get a smaller capacity, 4 to 8 GB drive from Transcend or some other company that is known and gives a 3 Year warranty on the drive.