Thanks lonny for the reply and good to share with your experience. I replaced Ubuntu 9.04 with the newer version 9.10 to see if there's any difference.
Still, the new version can't read my files on USB, but I experienced the difference here.
I tried another USB thumb drive formatted with FAT system, it works. It just pops up all the files on the screen after inserting the USB, without the need to do anything. This is what I want from Ubuntu, plug and play.
Another USB thumb drive which is not working on Ubuntu is formatted with FAT32, but the same thumb drive has no problem on Windows at the same USB port on my PC. I tried to manually mount it following the guideline
here but not really successful so far. Even
longer steps to take if the thumb drive is formatted with NTFS.
I'd just use the FAT formatted thumb drive to work on Ubuntu, at least for me and for now.