Unfortunately, Apple decreased the power to the 30-pin connector a year or so ago (around the release of iOS 4.2.x). As a result, most people found that they were unable to use USB sticks in conjunction with the CCK. It became a matter of trial and error to find if any USB stick worked.
There is no fix for this (nor a jail break solution - if you're jail broken). All I can tell you is to try all the USB sticks you own or switch over to SD cards (I've heard they work up to 32GB).
Sorry.
Marilyn