Comentário oficial
If you just put WAVs on a USB drive, you can play them ... and that's about it. But why did you spend money on a device that can do SO MUCH MORE if you're just going to navigate folders blindly without much ability to quickly sort and search it? Never mind the fact you lose out on more functions of the player itself, like sync, BPM-linked effects, automatic looping...
Format your USB drive to FAT32 (Master Boot Record) or HFS+, and connect it with rekordbox open (can be in either EXPORT or PERFORMANCE mode), then import the music you want to put on the USB drive to the rekordbox collection. Once it's analysed and you've added cues / hot cues, made any adjustments / corrections to the beat grids (if necessary), created playlists, etc., export those tracks to the USB drive. Eject it, plug it into the RX2 and bask in the glory that is the ability to search and sort your music.