I CANT RECORD CASSETTES ONTO A FLASH DRIVE - Sony LBT-ZUX9 Shelf System

You can't. Cassettes are analog and the USB only recognizes MP3. The USB will only record off a normal CD or a CD with MP3s on it. It won't record other formats. The unit only allows to record from CD to cassette or from CD to USB. There are some cassette decks that will convert to MP3. Just do a search for "cassette to MP3 converter"

You can use audio recorder like Leawo Music Recorder to help you record cassette to hard drive.

Step 1: Download and install this software on your computer.
Step 2: Plug a microphone to your computer, and insert the cassette to a tape drive.
Step 3: Launch the software and hit the play button in the top-left corner. At the same time, play the tape. Put microphone and tape drive closer.
Step 4: When it is finished, click the button again to stop recording.
Step 5: Generally, the recordings will be saved in This PC > Music > Leawo > Music Recorder. You can directly drag and drop it to your hard drive.

May be your could make use of a third party program to help you convert cassete to mp3 easily.
Step 1: Set audio source
To convert cassette tape to MP3 with Leawo Music Recorder, you should load the cassette tape into the recorder system first. Click the bottom-left "Audio Source" icon to set audio source you want to record. And there are two options for you to choose from: Record Computer Audio and Record Audio Input. In this case, you should choose the latter one – Record Audio Input.

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Step 2.Set output directory
Click "General" tab to set destination output folder in the "Output" box. You could even adjust the program interface language.

output settings
Step 3.Set MP3 as output format
Set the format for your recording. Open the "Format" tab and you will get a pop-up as below. Select "mp3 Audio (*.mp3) in the "Output Format" box and finish the format setting regarding Bit Rate and Sample Rate.

output settings
Step 4: Start to record cassette tape to MP3 audio
Click the red "Start" button and then play the cassette tape to start recording. Leawo Music Recorder automatically captures cassette tape audio and starts recording. Make sure you click the "Start" button before playing the music in order to avoid any miss.

download wav audio
Step 5. Edit music tags
Click the red button when you finish recording. When the recording process finishes, the recorded music files could be managed in the "Media" interface, where you can see the recording Library and Playlist. As a professional cassette tape to MP3 converter, Leawo Music Recorder could automatically download and add music tags to recordings. But you could right click the desired recording and select "Edit Music Tags" to edit Title, Artist, Album, etc.

Reference: best cassette to mp3 converter

It plainly states on Page 24 that you can record from an Audio CD to a USB device. Nothing in there about analog sources.

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