4GB SanDisk Cruzer Micro USB Flash Drive

On May 1st, I ordered a 4GB SanDisk Cruzer Micro 4GB USB Pen Drive for Rs 1900 from Sify Shopping and I was expecting the delivery to be real soon as I'm currently residing in Mumbai city - the city where shopping is the prime business. Yet, even the 3-5 days delivery time wasn't promised. I received the pen drive today on May 9th ! Anyway, this is pretty good deal for a 4GB capacity. I've decided to use this to store the data in My Documents > My Pictures. My Pictures is now linked to F:. Problem is that it may not persist as F: if/when more USB devices are added/removed after restarting the PC. Looking out for a way to map a folder to the device id instead, if thats any way possible - or something similar. If such a thing is possible, then it would be great to finally have many 10GB USB pen drives attached with each mapped to My Pictures, My Music etc etc.