Can I copy folders to USB Disk?
First make sure you are using the latest version of the Finder (on Mac) or of iTunes (on Windows). Older versions might not let you transfer folders directly to USB Disk. Then follow the same procedure as for transferring files. If you are using USB Disk Pro you can also transfer folders to USB Disk over WiFi (see the related questions).
Note that you can create folders inside USB Disk by pressing the "+" button under a list of files and then use the move or copy functions in the app to get files to that folder.