You are not alone in having USB memory sticks not recognised by Windows 7. Google the problem and you will see hundreds of similar instances - including my own. It is an ongoing unresolved problem and it seems to be pot luck as to whether or not a device works. I have two devices expensive branded ones too, they work on my laptop running Windows 7 and on the Vista partition of my desktop and on other machines belonging to friends but not on the Windows 7 partition of my desktop. Something goes wrong on the very first install which stops them from being usable. I have tried everything from registry fixes, removing all the USB drivers to fiddling with the BIOS all to no avail.
If you do take them back to Tesco for an exchange I would try and get a different brand, but even that is no guarantee the new ones will work.