| If it has auto mounted you can type mount as root or via sudo to show what is mounted and where which should show your mem stick if mounted.
It should auto mount but in the past I have seen it where if you have used it in M$ and done a unclean unmount it will not auto mount in Linux.
If you type fdisk -l either as root or with sudo you should see the path for you mem stick e.g. /dev/sdc1 if you'r not sure which is your mem stick you can remove it and run it again and see what has dissapeared and that is your mem stick.
Anyhow then to mount it do mount /dev/sdc1 /mnt/ this will mount your mem stick to the folder /mnt/ you will need to change sdc1 to what ever your mem stick is and /mnt/ to where ever you want to mount it.
This will also complain if it detects that an unlean unmount has happened, so you will need to force the mount by using this as either root or with sudo; mount /dev/sdc1 /mnt/ -o force |