how to retrive the data when it becomes shortcut file in ur thumb drive

click start
 type run  and click on run
 a window as below will appear and type cmd and click ok

 

when you click ok then a black scree as below will appear

 now open My computer and see whats your drive letter  e.g "G"
 type  g: and press enter then in the   new line  g:\ will appear

 now type the command  written below

attrib   / d    /s   -s  -h   -r

 and click enter and wait  for sometime till  "g:\" appear again

 now go and see in  drive weather the data are recovered or not
 delete all the shortcut file from your thumbdrive