Finder Preferences Mac OS X 10.6.2
I had a problem where USB drives were showing up on the desktop, but not in my finder's sidebar.
The solution was to go into Finder>Preferences... Click on the Sidebar icon in the top of the preferences window. There are 5 checkboxes listed under DEVICES under Show these items in the sidebar:
The third choice is External disks. Click that and the next time you insert a USB drive, it will show up in the finder as well as the desktop.