
If it's happening on one XDJ where the USB was connected, try using the other XDJ - if the same problem there, the problem is the drive itself. This could be because of the type / quality of the drive, or simply how it was formatted.
If it does not happen on the other player, the problem is the first XDJ, and that could be an error with the player hardware or the USB port.
Try and narrow it down to determine where the fault occurs.