Can't allocate a drive letter

Hi I have Vista Home Premium and am running as administrator. I have a portable device attached via USB. It is connected fine and Windows Explorer can see it but has not allocated a drive letter. I have not got any other devices attached and I don't think the problem is a conflict with another letter. The Device Manager has got See Hidden Devices switched on and it can see it - it is listed under Portable Devices.
I want to allocate a drive letter. All the postings I can find anywhere say that can be done by:
Command Line - but only as far as I can see, to re-allocate a drive, and this hasn't got one to re-allocate.
Disk Management - The device doesn't appear there at all. All the postings I can find say it will be there and all I have to do is click on it and allocate a letter, but this doesn't appear at all.
 

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