I've tried putting the drive/adapter in at certain times, none of which have worked, including putting it in before turning the xbox on. Thanks for both of your responses again, and now I'm a bit further, but stuck at another dead end--maybe.
I bought a PNY 64 Attache, which the list says it's not compatible, and that it's compatible, it says it doesn't work because it's 'damaged.' Well I got the Xbox to format it, and recognize that it's there... but when I put in the memory card (with or without a gamesave--empty or not empty) it always says 'The memory unit you inserted is not working correctly. It has been erased.' It even says this after I've erased it on the PC, and the Xbox, no matter what I do the message comes up as soon as I put in the PSO Adapter + Thumb drive.
If anyone's got past this with a similar or same problem, please let me know, I need a response quickly so I'm still able to take it back.
Again and help is appreciated, and if someone could name off some thumb drives that they bought at Best Buy or Staples (that worked all the way through) I'd be grateful, thanks again.