All the folder in my pen drive become shortcuts

Click on Start >> Run >> Or Press 

Run

type cmd and click on OK . Here we assume your pendrive letter as x: Enter this command written below.

attrib -h -r -s /s /d x:\*.*

Note: You can copy the above command –> Right-click in the Command Prompt and paste it.

Note: Don’t forget to replace the letter x with your pen drive letter.
Press Enter
Now check for your files in Pen Drive, you should see the files on your USB pen drive now