Exporting playlists to usb!! Driving me mad

Hi all, new to rekordbox, bought some cdj2000's recently and gone to the digital age!

I thought I had cracked it with the usb, got my playlists sorted etc but it seems every time I sync the playlists I am loosing some tracks on my usb? They appear on the list on the cdj but when u go to play it, theres nothing there and I get an error message.

When I buy a track I put it in my downloads folder in 'my computer'. I then add it to rekordbox collection. Then from RB I drag to usb in the correct playlist and hit sync. Then after, I go back into 'my computer' and move that file into a 'backlog' folder, I assume this is the problem as I am moving the track file location and then every time I go to sync when I buy my next new track, I loose the last track Ive just bought?

Hope this makes sense but its driving me mad, basically what im asking is does my collection playlist have to mirror my usb playlists. And can I not move tracks out of folders into different ones in my pc files.

Question 2 is how do I delete a track simply, do I delete completly from my collection on RB and then sync playlists again?

Thanks for any advice given,

Micky