It is not exactly the most common issue I have encountered, but every once in a while it happens. You bring home a new USB drive, either a portable hard drive, a USB memory stick, or maybe an internal hard drive within an external enclosure. You plug it in and Windows notifies you that it detected a new device and it is installing the driver for it. A second or two passes, Windows notifies that it is done installing the driver and that your new device is ready. You click "Computer" (or "My Computer" if you're using XP or older) and, where is it?
You see your hard drive, the floppy drive, your optical drive, but the USB drive is missing. You check that the light on the drive is on, indicating that it's receiving power and it certainly is. You click on the "Safely Remove External Drive" icon in the taskbar and there is no entry for your drive. You unplug it and plug it back in, wait a moment, and it's still not there. Explorer can't access it. You're scratching your head and probably thinking Bill Gates had something to do with it. Ahh, just one of those wonderful Windows quirks that seem to happen randomly, though admittedly I've not seen it happen with Vista yet, but I have seen it quite a few times with XP.