I assume when you say "memory stick" that you mean a USB memory stick rather than a Sony memory stick.
You should try it in another USB port (if ther is one on your laptop). If that doesn't work, then try it in another PC - if it doesn't work in another PC either, then it is likely that the memory device is at fault, otherwise. If it works fine on another PC, then it is likely that it is the USB port on your new laptop that is at fault in some manner.
If you have another USB device you can use (anything will do - a mouse, webcam, etc), try it in the port you tried the memory stick in. If nothing happens, then in all likeleyhood, the USB port is at fault. If the other device works, then it is probably the USB memory device that is faulty.
If the device works in another PC, try reformatting it as FAT file system on that PC, and see if you can then see it in your new laptop.
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