Ok you can try this:
0. Put in the USB drive and wait for it to be mounted
1. Open up Terminal.app it is located in Applications/Utilities
2. on the line where it says your computer name, your user name, then a $ symbol (e.g. on mine it looks like "maxis:~ proelium$") type 'cd /Volumes' (no quotes) and then hit return
3. this takes you to the Volumes directory where your drive should be mounted.
4. type 'ls' and then hit return and see if your USB drive is there (your mac's hard drive should also be listed
5. type 'cd <volume>' and hit return where volume is the name of your usb drive (do not include the <> symbols).
6. type 'ls' and hit return and see if it lists the files on that drive
7. navigate to the folder where the files you want to delete are by typing 'cd <folder>' to go into the folders, type 'cd ..' to go back a folder
8. once you find the files you want to delete, type 'rm -f <file>' and hit return, where "file" is the name of the file you want to get rid of (do not include the <>). This command should remove the file.
9. type 'ls' and then return to see if the file still shows up as being there.
10. if it doesn't, it worked, so you can exit terminal
Good luck.