Memory Stick, USB or Flash Drive?

Are these all the same?

I have a few that really struggle to transfer a DVD onto it and it takes an eternity to do whilst other ones do it in a few minutes - is there some different
way they need to be 'formatted' to make them run better?

I've already done the 'Ready Boost' but that doesn't seem to have made much difference and it's also disappeared from the USB after a few uses.

I use these things in the back of my dodgy F5 Sky box to record programmes if I'm going out but at the moment, only ONE of them seems to do this with no problems at all (and be able to transfer the recordings onto my computer) - they all look the same but there is clearly some major difference and it's annoying that they have so many titles but they're never explained in simple terms.

I bought one last week (64Gb) for just £6 so at that price I'm hardly surprised it's not doing its job but I can't understand WHY it recorded what I wanted it to from Sky Sports, but wouldn't allow that to be transferred to my PC or for other recordings on my computer to be put on the USB? I'm really confused...just what is it I should buy that'll work? I can't be arsed with one of those Ext. HD things that needs plugging in...that USB I have which works fine does the job.


PS - also concerning obvious questions about computers...how do I find (and stop) some of the programs that hijack my PC and take over on start up?
I'm sure I've done that before but I can't remember how.

I think it might be something like run.startup