Just thought I'd throw in my penny's worth...
I had the same problems and frustrations as you(above) but wanted to share my final success as I'm sure many people have had the same terrible experience...
At first, I used a USB 3.0 32gb flash drive with the same result as above "No USB drive...
It's not the movies or games downloads that I would worry about, like breaking into networks, downloading encrypted things, spying on network traffic. I have seen so many "Top Secret" seals on files when I was a kid
I was obsessed with finding UFOs, a surprising amount of US files where stashed on computers in other countries, China back in the early 90s omg sooo much