JPEG Error Message Using USB Memory Stick

I have copied a folder containing photos exported from iphoto onto a USB stick. When trying to open the jpeg the following message appears.
Cannot open because JPEG marker segment length is too short (the file may be truncated or incomplete)
I deleted the files and checked out the stick using disk utility and carried out a repair I also checked that the format was FAT32. All seemed ok.
I copied the same folder again and this time half the jpegs can be opened and half can't.
This is only the 2nd time the stick has been used, the first time, same scenario, copy files from Mac, look at on PC, no problem. 2nd time encountered this error message.
I would like to be able to use the stick on both Mac & PC.
Any help gratefully appreciated.

It should appear on your desktop as a white HDD icon.  Click on it.  You may want to format it in Disk Utility.
Ciao.

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