Most of the USB sticks do not have to be formatted, but a word of caution: Some have a built-in program that is not recognized by the keyboard and causes problems. This is usually the case with sticks that are larger than 1-Gig.
If the stick works, after inserting it in the keyboard's USB slot, press the "D" button on the left side of the keyboard's display (Multi-Pad), then press the bottom of the #3 button at the bottom of the display (Copy) and select ALL and press OK. Now tab to the USB stick and press Paste. It's that easy.
Gary
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Travlin' Easy
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PSR-S950, TC Helicon Harmony-M, Digitech VR, Samson Q7, Sennheiser E855, Custom Console, and lots of other silly stuff!
K+E=W (Knowledge Plus Experience = Wisdom.)