Help with a Flash Drive

I bought a flash drive to save my pictures on, after losing a ton when a lightning strike fried the last computer.

Anyway, when I first downloaded some pics from DD's burned CD, it took most of the pics. THEN it hit a snag.. not sure what, but now anytime I try to copy a picture to the flash drive, it gives me an error message that "the directory or file cannot be created". If I try to make a new folder on the flash drive, I get the same message.

What happened?? The pictures already on it are JPEG format and there's a ton of room still on the drive. I can see the pics that were already copied to it.

thanks for any help!