Once when I went import and the file choice came up the USB was displayed, it appeared as though the files were copied but I can't see them anywhere. I also couldn't find the safely remove thingy.
The files have an extension of either .m4a or .m4p. I don't know where they went, either. You'll need to look for them. Open a terminal and enter
locate .m4a | less. If that shows nothing, then enter
locate .m4p | less. Make a note of where the files are.
When I tried again the USB is recognised in device notifier but not the import file choice.
Try rebooting without the USB attached to the computer. When disconnecting the USB from the computer, you need to safely remove or eject the USB device for it to consistently read correctly when you reinsert it.