if this is only happening on 1 usb port, there is a short in that port that is causing you PC to shut down. Your motherboard BIOS is probably set to reboot on power loss which means it will boot right back up if it shorts out.
If it happens on every USB port then your pen drive is faulty and I would refrain from inserting it anymore before you damage your hardware.
If the pen drive works on someone elses computer, then it sounds like the SOUTHBRIDGE chip (chip on motherboard that controls USB, PCI slots, firewire ports, etc) is going bad or is faulty.
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