I am confused about exactly what your problem is!
You said in your first post; 'If I want to access (i;e) a Massa styles located on my USB stick, the USER says "no file or inappropriate name".'
What do you mean by 'the USER'? Do you mean the USER drive, or are you referring to the keyboard display?
You are probably already aware of the following so I apologise in advance if you have already checked this, but I'll include it anyway just in case!
Note that if you have copied a folder from your USB to the internal USER drive via the keyboard, then if you were not in the 'Style' selection display at the time, even though the folder would be listed and could be copied/pasted, any styles that were in the folder would not be included! To copy a folder along with any styles that are in it, you must be in the 'Style' selection display.
Regards
Ian