Do you have one of these:

When you finish copying files from and to your USB flash drive you need to safely remove it, otherwise you risk losing data. Normally you do this by clicking icon with green arrow in system tray:

You can do the same with Far Manager. Open drive menu (Alt+F1 or Alt+F2), select your flash drive and press Shift+Del. You should get this confirmation:

Select “Remove” and you’re done. Note that the key combo (Shift+Del) is different from ejecting CD/DVD (Del).