you need to go to the category that you are looking for: video, picture, or music. Then go to down to where it has the usb drive listed and press triangle and select view all.
I'm not certain of the exact phrasing but it's something along those lines.
If you don't want to have to go to view all you can just make a folder called VIDEO on the jump drive and put videos on there. Same thing for music and photos, you'll have to create a folder for each one on the root of the drive.
Also your usb drive must be formatted as FAT32. I would think almost any flash drive you buy would be FAT32.
'01 Bullitt #0054