Here's my two bits: (for Windows users only)
Make sure that Autorun.inf is either nonexistant or COMPLETELY BLANK. In the case of U3, it would point Windows to load the U3 software. If you have something like PortableApps on it, sometimes the autorun is set up to automatically load the launcher. Things like that.
Best bet is to delete the file and then eject the drive (without going through the "safely remove hardware interface/option) since Windows may try to stick the autorun back onto it.
Here's my autorun.inf file, which is supposed to load the PortableApps launcher automatically on Vista.
Code:
[Autorun]
Open=StartPortableApps.exe
Action=Start PortableApps.com
Icon=StartPortableApps.exe
Label=PortableApps.com
Obviously this particular file won't work on the DS.