Hey Gaz.
OK, you've got a couple of options, but if you have been using that USB on a PC exclusively (i.e. it hasnt been in a Mac) then its on its way out I think.
Firstly, trying the really obvious ones - is the LOCK on the device. i.e. is it preventing you from reading/saving the files because the little slider on the USB device is "locked"?
Secondly (and this is a loooong shot!) - put the device in the computer, and when its mounted, go to your recycle bin. Anything there that looks familiar?
Finally, use this tool to rebuild a partition...
http://www.cgsecurity.org/wiki/TestDisk
I think the 15,000 little files you talk about are just temp files created as you are editing the documents stored on your USB. Im guessing that you work from the files directly off the USB (this isnt good practise).
Always better to save them to your HDD, and then copy them back to the USB once you are done.
Anyways, try TestDisk - its a great little program thats helped me out in the past.
Sorry I cant be of more help.
Good luck mate!