A folder named "Recycler" is created automatically almost everytime i insert my pen drive.?

this folder re appears everytime i delete it from my pen drive or my cell phone. if its there, it opens all the other folders in the pen drive in a new windows.. my freeware antivirus does not detect it. and when i try to eject my pen drive it says all the time that another programme is using it. it appears even thou i format my pen drive. what is it and how to remove it?