Pendrive appear as cd drive in my computer

******Chances are that the CD drive took the drive letter of your thumb drive and it is now locked.******

Need to know what operating system you are using: Win 2000, XP, Vista. There are different tools you need to use in order to resolve this issue.

For XP (your thumb drive needs to be inserted)

Click start then run. Type "compmgmt.msc"

This will bring up the Computer Management console. From there you will see the Storage category (on the left side). Under Storage click the Disk Management sub category.

Here you will see all the file systems available to windows.

Right click on the drive in question and click the "Change drive letter and paths" sub-category. Just choose a letter that is not in use. I prefer to use 2 or 3 letters down from the current.

Now properly remove drive and re-insert.

Hope that helps.