You probably need the stick with the photos because you maybe did "Add" to the catalog but not "Move" or "Copy".
Read here how to fix this: http://www.computer-darkroom.com/lr2_find_folder/find-folder.htm
If you did not do any work on these photos so far, it might be best to remove them from the catalog and import again.
Thank you for your help. I copied the photos from the stick to my Pictures library on the hard drive, and then imported them from there to Lr. I will have to reconstruct the catalogs, but at least I have access to the pictures.
Importing the images a second time is never a good idea, you lose all your previous edit information.
The catalog already contained the images, you just need to tell LR where the images now are since they got moved.
See the tutorials on finding missing folders and finding missing images.