Check your System Event log, which will detail which & how many
errors have been logged against the drive.
Start, Run (Type) EventVwr.Msc [Enter]
Entries appear in chronological order - Errors are shown as a Red
Icon.
Is this a "Flash Memory" device (Thumb Drive) or a physical drive
in a external case ? What disk format does the device use ? Also,
you should check to see if it's Policy is set for Removal/Speed. That
information appears in the Advanced (TAB) of the details box for
the drive in Device Manager. Using Write Behind Caching (Speed)
on some devices can result in lost data or errors.
If it's a Physical drive, then you can do a cursory chkdsk on it, to
determine if it has any inconsistencies.
Start, Run (Type) Cmd [Enter]
Click inside the Command Prompt window to give it focus and then
(Type) Chkdsk 'DriveLetter': [Enter]