Have you unplugged the drive at all?
If so then you're out of luck, flash memory doesn't store data in the same way as hard disks.
Memory stick works in the same way as normal harddisk, it has a recycle bin, but hidden. Softwares that recover deleted stuff from harddisk works for memory disks as well.
They don't, windows will usually try to create a recycle bin on most new drives that it detects, but afaik that only applies to NTFS formatted HDDs.