Toril,
The message means the USB drive is not recording the audio fast enough. If the stick can't keep up with the recording speed required, that's when you get this message.
It could be a poor quality USB drive, it could be that it's fragmented, etc.
Regardless, the best thing to do is format the drive on the keyboard. Store only audio files on the drive. If you delete any file, reformat the drive, because it's these deletions that create the fragmenting.
Finally, if you can record to your User drive, then copy to the USB, you'd avoid this error.
Cheers,
Fred