Paul said:

Finally, you can use the Windows interface to assign a drive letter. Right-click the partition needing a drive letter, in diskmgmt.msc.
There should be a "change drive letter..." in there.

* Nope. No drive letter and no way to assign a drive letter.

You could try TestDisk, to see if it has files on it, but
I don't know if TestDisk processes USB sticks. It might just
ignore a USB stick.

* Worked like a charm.
Basically, the partition sector was gone and had to be re-written.
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