In real time scanning under Virus and Spyware Protection/Settings/Check removable drives 3 choices default is when i plug them in. ask me to scan it. This should happen when you plug them in. Also right click the drive in the explorer listing of drives and choose scan.
This assumes Consumer version of Mcafee products.
Aren't you getting a warning popup when you plug the drive in I do.
Moved to VirusScan as a better spot.