Historically, there have been some issues with media being used with Roland products hence the reason Roland now put a disclaimer in their manuals regarding using non-branded media. However, most brands work fine. I am using a SanDisk Cruzer 8GB. It works perfectly. The BK-7m can now also unusually use up to a 2TB USB self powered hard drive.(i.e. it must have it's own power supply and not draw power through the USB port. I worked out you coud get 53 billion midi files on that!

If you are having no joy with your memory drive, try formatting it in windows as a Fat32 disk, then formatting it with the BK-7m. This can help with some other models, so may help here.