@MGD, I tried out that little program, and it does not seem to like my thumb drive

Not sure what it is, but it relies on you unplugging in the drive, pluggint it back in, and then right clicking on the tray icon to choose it to set it up. When I plug it in, no choices appear when right clicking the icon except "help", which just states what I mentioned already.
@Jonessc, yea, I wanted to avoid having a script running constantly checking for the drive to be plugged in. If all else fails, I have a script I wrote some time ago that can do it with some small changes.
@TheSovereign
I just grabbed that driver, there are no instructions whatsoever for its use. I right clicked on the INF and installed it, but not sure what to do next to set anything up. You said you have used this, can you offer any pointers?