Reply to Rekordbox & USB Sticks

I am very new to Rekordbox and using USB sticks for music, I have an external drive and a simple 8gig stick. When I put music on the external drive it is on there in an instant but using the much smaller stick takes forever. What is it that causes this, is it just the space allotted making it take longer or is it the difference in what type it is?

Thanks guys!