U means update
G means game
there is also a C partition which is the channel
on options you can select to choose to remove the update partition, which is useless.
however tehre is another option to keep only the game partition, which also removes a channel partition, and some games can break if you only leave the game partition
theese options are useful for make a wbfs file smaller and remove junk... and only apply to the wbfs file, it is not the HDD\usb it has nothing to do with the HDD\usb drive partitions.
you can safetly use the "remove update partition" option.
what game you are having troubles?
and what does it freeze, the program itself?