If your Pendrive is showing as local disk or Hard disk instead of showing Removable disk then you can fix this problem using Lexar USB Formatting Tool. Lexar USB Format Tool or BootIt is a Lexar based utility to flip the Removable device setting of a USB drive.
You can also do the reverse that means if you want that your removable disk appear as local disk then use above tool. I was having this problem from many days today it was sorted out.