How to create partition of kingston pen drive

Whenever an audio or video is transferred to this pen drive, the files thus stored are shown to be corrupted although its size is shown perfectly. For example, an audio file is transferred to the above mentioned pen drive. Afterwards when the audio file is played from the pendrive it shows that the audio is corrupted. Same thing happens with video files. After the pendrive is removed and plugged in again then those files already recoded into pendrive disappears and some different files shows up with unusual names and 0 file sizes. I therefore, humbly request your goodself to look into the matter at earliest and to give the best solution as regards the above mentioned problem.
Regards,

I have purchased a kingston 32 gb data traveller today, but i have some problem with it. When i transfer my data automatically distrubed and crupted. can u tell me best solution for above problems.

and

how make a xp bootable of my data traveller.

pls help me
k vasakar