+1 to Mark's suggestion.
However if you bought the stick on ebay (or a market etc) it could well be a hookey one, they reprogram smaller ones to appear to be bigger than they are. Usually as long as you stay under the actual size all appears normal but if you go above that size things start going wrong and disappear etc.
What actually happens depends how its been programmed, sometimes they lose old files, sometimes they lose new. Sometimes the files appear to be there in the directory listing and even have the right size recorded but that's only the index and the actual file no longer exists or is duplicate of other data on the drive. Sometimes you just get weird errors once its filled up to a certain level.
Annoyingly the bigger drives get, the longer it takes to test them and the less likely people find out they are wrong/faulty.
I've had loads of ebay refunds on them, the seller is usually deleted either before or after I have reported them. I did feel sorry one time as the seller had been making pin-money on ebay for a long time but had accidentally bought a stock of dodgy ones in all innocence which left them well out of pocket.