Under MDK 10.2 beta2 which I currently use in my laptop, my pen drive is automounted at /mnt/removable.
More than that, my main box runs Arch Linux 0.7 with quasi-vanilla 2.6.10 kernel, udev, dbus and hal. Whenever the pen drive is slotted to any USB slot, it automounts at /media/USB_DRIVE and a pen drive icon appears on KDE desktop (you need better than 3.3.2 for that- I am running KDE 3.4 beta 2 AKA "Keinstein" from the Arch "unstable" repository, and it works just great).
As for your i925X chipset, it's very new and Intel hardly has issued reliable drivers for windows- yet... so Linus and his 2.6.X will be there after a while, after all he seems being more patient than most.
If this thing is a "bottleneck" for you, feel free using windows.