Why won't my flash drive appear on my Xbox?

I have a black 4GB Xbox slim and I'm going to get a hard drive for it, but what I'm trying to get at is my flash drive problem. I use a Dane-Elec GB and it works perfectly. But I also have a GB sandisk cruzer. When I stick it in the orange light on the flash drive flashes but the flash drive itself doesn't appear as an action on the Xbox when I go to system settings. Can someone please help me solve this problem.