Most modern USB sticks are supplied for use on the PC. Most of them (manufactured since 2007) contain a hidden "autorun" U3 partition that contains some software to auto-load the content of the USB device onto the PC. The addition of the U3 partition is a feature that was added to USB flash drives without the USB manufacturers paying any regard to the incompatibility this could create when used on anything like a keyboard workstation or a Linux computer etc.
So, if your USB stick contains a "hidden U3 partition" (and 95% of them do), then the "hidden U3 partition" has to be removed before you can use the USB stick on the Korg Pa2x or Pa800 family.
Wikipedia USB Flash Drive wrote: The U3 company works with drive makers (parent company SanDisk as well as others) to deliver custom versions of applications designed for Microsoft Windows from a special flash drive; U3-compatible devices are designed to autoload a menu when plugged into a computer running Windows. Applications must be modified for the U3 platform not to leave any data on the host machine. U3 also provides a software framework for independent software vendors interested in their platform.
So, if the USB flash drive that you purchase is NOT supplied with a mechanism for removing the hidden U3 partition, then it will NOT work on the Pa2x or Pa800. Worse still, it can cause a locked up and permanently damaged Pa3x, Pa2x or Pa800 if you try to use such a USB flash drive to install a new version of the Pa operating system.
This could be "fixed" if users can persuade Korg to supply a software update to the Pa3x/ Pa2x / Pa800. This is something Korg have declined to do over the last 2 years since they were first notified of this problem (by me in fact). There was at one time a memo (written by me) about this in small print on the Korg USA web site, but it is now so well buried that I cannot find it to give you the link to the article.
Regards,
Rob