This should not happen.
Possibilities include faulty RAM in your PC, a faulty USB port, possibly a CPU or motherboard fault (but less likely), or a faulty USB key.
Because flash drives are highly susceptible to corruption due to background radiation (especially if taken on aircraft) all drives include a powerful ECC mechanism, which should make actual data corruption a very rare event. However, this ECC mechanism assumes that the correct information is able to get to the flash drive in the first place.
I'd strongly recommend trying the memory stick in a different PC and seeing what happens.
If it works fine, then you need to look at your PC.
Run memtest86+ overnight and see if there are any errors. If you get any errors at all, it suggests a problem with your RAM - either the RAM is faulty, or it isn't compatible, or there is some sort of problem with the memory subsystem of the motherboard.
You could also try a different model of flash drive and see what happens. If it too doesn't work then it strongly suggests a USB problem with your PC.
Some PCs have 'flaky' USB connections - VIA chipset based motherboards, and some early nForce (nForce and nForce2) boards are particular offenders. If you've got one of these PCs with flaky USB, you could try a PCI USB add-on card (just don't get one with VIA chips on it, because they work just the same).
I had exactly the same problem, except it was with external HDs rather than flash drives - things would randomly get corrupted. It was due the flaky USB of Abit's NF7 mobo. Finally after 12 months of scratching my head about the problem, Abit released a BIOS patch - and everything started working properly.