This is due to the USB Flash Drive being removed from the computer without safely exiting the drive. Your data may be corrupted.
In order to prevent this error, you will need to do make sure that all files that you had opened on your computer (that are stored on your USB) are closed.
PCs running Windows XP and above and Macs with OS 9 and above have a "safely remove USB" option that we recommend you follow:
Locate and left click on the "Safely Remove" icon on the System Tray to display the USB devices connected on your PC/notebook. Select the computer drive letter assigned to your USB and click on the "close/unplug" option, so you can safely remove it.
Apple Mac OS 9 and above
Locate the USB drive icon on the desktop and drag it onto the Apple Trash can (icon).