Most USB drives (actually all I've used) are FAT32 format from the showroom. I think Right Click > Get Info... will tell you what it is.
I have had a similar problem with iTunes where it can't modify certain songs. In every instance the Unix level permissions were set wrong.
Open a Terminal and try going to /Volumes/ I think it is, do a "ls -l" and you should see your various drives. See on the left if you see something that looks like;
lrwxrwxrwx
drwxrwxrwx
-rwxrw-rw-
Something like that. All the folders should be set to rwxrwxrwx for Read/Write/Execute. The three groups of rwx are for owner, group, and other. To change them you would (as root) type "chmod a=rwx foldername". You may also go into the USB drive and check the folders itself.
You may be able to do all that stuff from Right Click > Get Info...