|That usually happens when the files are infected with a virus. The virus may be on the college computer you copied from and is also now on your pen drive as well.|
Your college computer and your thumb drive should be scanned for malware with a industrial-strength antivirus package such as Norton Antivirus, but even that cannot remove some types of malware.
Even if you do manage to remove the malware, the files on your pen drive may be too badly damaged to rescue them.
It's very possible that the virus is on your own computer at home and it has copied itself to your pen drive.