Try a different usb port. Sometimes the amount of power is stronger on one usb port than another. I occassionally have this problem when I'm plugging in usb flash drives. Sometimes I will go to plug in a flash drive and nothing happens. Then when I plug it into another usb port everything magically works. Oh, and another thing. Make sure that nothing has taken over the drive letter that your cowon is trying to use. If you've already connected once before a a hard drive has taken over the drive letter then you would need to reassign your cowon with a new drive letter. I can help you with this as it's not to difficult to do.
Use this as a last option. You can't do any damage to your pc by doing this. First, try this. Plug in your cowon s9 into a usb port. Now, when it's plugged in go to the My Computer icon on your desktop. Right-click and choose Manage. Scroll down to Disk Management and click on it. It will take a minute or so to refresh. These are all of your hard drives and connected devices. Scroll down past your main hard drives and see if another device appears in the list that is around 32GB is size. It could be disk 2, disk 3, etc. It will show as a removable drive. If it appears in this list it is your cowon s9 and your pc recognizes it as a storage device. If it shows here but is not showing itself as connected let's try reassigning the drive letter. This may help any of you with this problem. Right-click on the drive(your cowon) in disk management, and choose "change drive letter and paths". A list will appear that shows you any "open" drive letters that you can use for this drive. Pick one that is close in proximity to your other letters. It will give you a warning telling you that changing your drive letter can create problems. Accept this or say ok. At this point, if my suspicions are correct, you should see your cowon being recognized by the pc.
If it doesn't do anything, reboot and see if your drive is recognized after the changes you just made.