Vicky:
Hello fromexico. I have the sony dsc-p72 and I went to office depot to pass all the christmas pictures from my memory stick to a CD. Everything was Ok but I had the same trouble you have. I went back to office depot and asked the person that attended me, he put the memory stick again in his computer, erase all the pictures that he already passed to the CD one day before, he formateed the memory stick in his computer again and everything was Ok.
All the pictures taken are already in the cd and the memory stick is ready to use. If you experience troubles try putting the memory stick in the camera in and out several times with the camera in off position and try again, this situation happened to me with the same camera but with another memory stick and the problem was solved this way.
I hope you find the solution with my details.
Claudio