I'm guessing most people are aware of this problem, but for those who plan on using USB flash drives or pens, make sure you eject the disk on your computer (ie, open up finder, and click the eject button next to the drive you want to eject), BEFORE you remove it. The problem is that sometimes your drive will become corrupted, and you will have to format it before you can use it again. This means that you lose all of the data on the disk.
This comes from my own experience. I've been using a 64 MB, flash drive to transfer files from my PC at work (XP), to my new 17" PB. I've just simply inserted, used, and removed the drive probably 50 times with no problems, but it finally came back to bite me. It is important to properly eject or safely remove the drive when you're using windows too!!!
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