I noticed this the other day too & strangely, coincidence or not, I had just plugged it into a Vista machine (nothing specific about that - just to show it wasn't XP like some have noted) and the device charged, activated mass storage mode, but no drives appeared in Windows. Upon noticing that sideways movement on the port, it suddenly popped into life - the drive popped up on screen. This was sometime after plugging it in too as I spent a long time checking all sorts on the machine to work out what was going on!

That probably doesn't help anyone, but thought I'd share that potential loose connection story!

PS- I'm very paranoid with it too.