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Finder > Preferences > General

(I think). In there somewhere. I'm on Snow Leopard.

I have

All of them are ticked and also ticked is new finder window shows "all my files".

When i put my memory stick, the memory stick comes up but macintosh is not there🙁
 
Click on the finder, then go to your top bar and hit "go" and there's a drop down menu that will have Macintosh HDD in there. Click that.

If you're constantly accessing it, try putting it on your desktop. Go to finder, preferences, show HDD.
 
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