Problem copying files from external drive (Pendrive)

Hi,

I had a problem with my Windows 7 laptop. It starts when I trying copying some stuff from my netbook to the my Windows 7 laptop via pendrive. I cannot click directly because it shows:

F:\
Application not found.

The popup above didn't come if the pendrive doesn't have any stuff. Beside that, the files that copied from pendrive can be corrupted. I had formatted my pendrive many times but the issue still exist.

Please help.........