I don’t see why not. Most flash memory/ thumb drives ect are FAT and I don’t have problems with moving or storing files.FAT drives have a 4GB file size limit whereas NTFS does not.
hope this helps
Since I dual boot Linux and Windows, all of my sticks are formated for FAT32, to allow both operating systems to read/write to them. The easiest way I know to format them (I’m sure there are other Windows based ways to do that too), is to boot an Ubuntu Live CD, and then go to System > Administration > Partition Editor (or Gparted, depending on the version used), and format the drives there. Simple instructions would be to erase what you have, choose “New”, and then choose “FAT32”. (See the Help documentation if you’re unsure with what you’re doing.)