mixx, why the HD when it's a memory stick?
Anyway, I've had similar problems with RW's. They aren't always the most reliable forms of media when you write to them over and over. Is that what you do or do you format then copy stuff to them.
As for you're memory stick, do you mean like a USB drive or a Sony Memory stick(for like PDAs, cameras, and such?) I'd first try whatever it is in another device. Probably something wrong with the structure of the drive, so if you can find anything that'll read it, just copy the stuff, format, then copy it back to the device. I've had similar problems with my SD cards and it's not a bad idea to do this every so often to about any device...