All the folder in my pendrive become shortcut with extension .lnk and pendrive shows used space

If you did not format your flash drive or pendrive then,

Delete any .lnk files from the drive then,

Click on "Start" -->Run-->type cmd and click on OK. 

(i.e go to command prompt)

Here I assume your pendrive as K: 

Enter this command. 

attrib -h -r -s /s /d K:\*.* 

Note : Replace the letter K with your pen drive or flash drive letter. 

Now check for your files in Pen Drive. 

Please Give your comments.

Good Luck.