I did an experiment with four different brands of pen drives on three different boxes with Knoppix 5.01 CD and DVD as a live CD. They basically found all of them 'cept the one that whose price was too good to be true in the store. Actually in some cases, I had to click refresh again in Konqueror to click past one spurious error message.

I liked it so much, I bought the company. Uh, no, I just HDD installed 5.0 from the DVD on one box.

Now, Knoppix 5.0 as an HDD install cannot see any of the same four USB pen drives. Upon insertion, an icon for /sda1 pops up on the screen. Typical error message is:
"Could not mount device. The reported error was: mount: wrong fs type, bad option, bad superblock on /dev/sda1."

The devices show up with usbview, listing a lot of detail about them but no especially problematic details of any sort.