Can I connect the SQL Database file from a pendrive ?

Question

Hai,
In my personal accounting software project done in c# am using sql database and sql authentication, currently my database placed in sql sever location (C:\Program Files\Microsoft SQL Server\MSSQL\Data\)
I want to change my database location to my pen drive or external hard disk for easy use in multiple systems.
I tried to attach the database file from pendrive and works perfect during first connectivity and I can not connect after just re-plug the pendrive

How can I resolve this ?,
and is there any risk if we put the database in pendrive ?


Thanking you in advance