Oh yeah, my bad forgot to respond.
So, I plug the stick into the Linux and hey presto, the files are back again. So I take it out the Linux and plug it into the Windows nearby... empty again. But I did a bit of Goggling to try find out what was going on, and it turns out it was because I put all the files on the stick into a new folder while it was in the Linux the day I gave to my colleague that's caused the problem.
Apparently it's something to do with the way Linux writes files to disk that they are read differently by Windows. So last night I went home, plugged the stick into my Windows laptop, told it to show all hidden files, and there the where, each file was on the stick as a .chk file. I downloaded some software that helped me figure out which file was which as they had all been renamed 0001.chk, 0002.chk, etc.
But yeah, sorted it eventually. Won't be making any new folders next time the stick goes into the Linux though.