This sounds to me like an error on the pen's part, either through a dodgy format, or possibly duplicate file name. Possibly a power issue (but I have just blamed somebody else's USB problem on a power issue, so I'm probably just a power fetishist!)
Try putting the contents of the memory stick into a folder, then try and move the next track across.
Try reformatting the pen... use FAT32 ideally.
Try using a powered hub. Or a different USB port.... or not using one of the thin extension cables that is often supplied.....