It depends on how the USB-Stick is used:
A) USB-Stick is inserted in the mixer
The mixers usually have a short memory which preload the selected song. So if you put off the USB-Stick, the last track will run till end. From my experience, I can advice you to do not put off the stick before the last 3min of the track.
B) Two USB-Sticks, both in separate CD-Player:
Just say the DJ after you, whick player are not using.