How are there files, on my USB drive, that show up on a PC but not on my macbook?

I have a usb drive containing several files.  When I insert it into a pc, all the files are displayed.  When I insert it into my macbook, only some of the files are there.  Why is this?  How can I set it so that all files are visible?  I want to delete files.  But, I can't delete files that I can't see. 

Yeah, it piosses me to no end too. And haven't been able to disable indexing and general crap-filling of FAT32/ExFAT volumes by the OS. So, I use the following shellscript on Terrminal to purge the stuff before ejecting the stick:
#!/bin/bash
if [ `pwd` == $HOME ]
  then echo "Invalid directory: $HOME"; exit;
fi
echo "Cleaning `pwd`..."
rm -rf .[a-z]*
rm -rf ._*
rm -rf .[A-Z]*
Since each USB stick may have a different name, I have to manually CD to the appropriate directory inside /Volumes before running it. And it has protective code to protect my azz if I accidentally run it on my home directory and attempt to shoot myself in the foot.

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