Error copying files from flash drive

I'm not entirely sure this is a Windows compatibility problem, but it seems plausible. We have an external USB drive that is used to carry files back and forth between home, where we have a MacBook, and my husband's job, where he has a Windows machine. He has had a problem on several occasions copying files between the external drive and the hard drive. If he copies an entire folder, the copy will sometimes throw an error and then abort the copy process. This then results in anything that previously existed in the target folder and didn't get copied being completely wiped out (instead of them just being left there).
I was able to replicate this behavior for the local copy of the files that are now on our hard drive, just trying to copy to another folder on the hard drive. The error message I saw was a "File in Use" error on a file that was definitely not open in any application, and then the aborted copy process (and the complete erasure of any files that previously were there). It was intermittent: I had a successful copy-and-paste of the folder once, and another that displayed the error behavior.
Other info:
I can copy using "cp -r" on the command line, this only happens with the Finder.
The file that I saw the "File in Use" error on has an extended attribute set (I noticed this due to the "@" sign at the end of the permissions). When I look at it, it is a com.apple.FinderInfo attribute but I don't know what the values/fields mean.
The files all show the username & group name from the Windows system my husband uses at work (we haven't set any groups at home -- the files show "staff" as the group so I presume this is from the Windows system).
Some of the files were originally created on the Windows machine, others originally on the Mac machine.
The external hard drive is formatted as MS-DOS (FAT32).
I'm thinking there is some permissions issue between the Mac attributes and the Windows attributes that is causing the copy to fail (ungracefully) but that's a theory and I don't know how to fix it. Thanks for the help.

I never did figure out why the files wouldn't copy over. Eventually, I deleted them and reformatted the drive. I don't know if that "fixed" anything, and I have not tried to copy such large files from the Mac to drive or vice-versa, but the drive seems to be fine. So, the problem and the solution remain a mystery!

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Thanks for suggesting Disk Utility. I didn't know it existed, but found it and ran it. I checked 'Verify Disk' and it "Found 335234 orphaned clusters, 25174 files, 6428792 KiB free (803599 clusters)" And, then responded (in Red) "Error: This disk needs to be repaired. Click Repair Disk."
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>
Do you have proxy servers etc configured in your
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