USB Lost and Found is a free tool to setup your USB drive to keep unauthorized users from keeping your USB drive if it were to be lost. USB Lost and Found has a method of Message which when the user tries to use your USB drive it comes up with a message box that tells them to return it, along with your contact information, and denies access to the USB drive. This could be useful if the USB was missed from you and someone gets it, he/she can contact you to get it back to you.
The free version has only one method of protecting, the message method. The PRO version which comes for $3.49 has another method called lock down.
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