So you have tried shutting down the USB/pendrive from working via Windows before taking it out?
You might try a scan of your computer with the Bitdefender online scan. If nothing is found, if you are a ClamWin user, try a scan of the entire computer in Safe Mode. If not a ClamWin user, try a scan with any AV in Safe Mode. If that doesn't work, contact your AV company for help.
As a last resort, I recommend the F-Secure Rescue Disk (Linux bootable) at http://www.f-secure.com/en_EMEA/security/tools/rescue-cd/
on the web. Download, burn to CD as an ISO file, and run it. Most Windows viruses cannot hide from AVs on a Linux boot disk.