MY MOMORY STICK IS NEW. HAD TAKEN ABOUT 20 PICTURES BUT WHEN I WAS ABOUT TO UPLOAD THEM IN MY NOTEBOOK, IT SAYS THE MEMORY STICK IS EMPTY. I CAN SEE THE PICTURES IN THE CAMERA.
Many cameras have a small amount of built-in memory, the amount varies depending on the brand or model. Maybe your cameras was set to record to built-in memory instead of the memory stick.
It's just an idea, check the camera settings to be sure.