You probably have to format the USB flash memory thumb drive to FAT32 (MS-DOS Format) via Disk Utility.
Thus you go to Disk Utility, select the USB flash memory thumb drive on the left, the PARTITION tab on the right, select "1 Partition" as Partition Layout, then click the OPTIONS button on the bottom and select MASTER BOOT RECORD as partition map scheme, then select MS-DOS (FAT) as Format and hit APPLY.
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