Hi Earl,
when your USB stick works fine with the PSR-3000, but does NOT show up in Windows Explorer, it could be that Windows cannot assign a Drive Letter to the USB stick, automatically.
I recommend to open
Windows Disk Management Window: Press [Windows key] + [R] (to open the "Run" dialog), type
diskmgmt.msc and press [Enter].
THEN connect your USB stick to the PC. After a few moments, an additional Drive (e. g. "Disk 1" or "Disk 2") should be shown that eventually has NO DRIVE LETTER.
IF this is the matter, you can RIGHT-click into the right side of this additional Drive (below the BLUE line) and assign an unused Drive Letter (e. g. "U") to it.
Then you can close the Disk Management Window, and with a little luck, the USB Drive should be shown up in Windows Explorer.
Best Regards,
Chris