Recuva (pronounced "recover") is a freeware Windows utility to restore files that have been accidentally deleted from your computer. This includes files emptied from the Recycle bin as well as images and other files that have been deleted by user error from digital camera memory cards or MP3 players. It will even bring back files that have been deleted by bugs, crashes and viruses!

v1.16.333
- Added ability to search for non-deleted files (for recovery from damaged or reformatted disks only).
- Added support for .rtf, .pdf, .mp3 and .tif files to deep scan.
- Fixed bug that would limit file size of .avi files to 1GB after deep scan.
- Various UI tweaks.
- Performance improvements.

http://www.recuva.com/

yes, just select the thumbdrive and press scan button