Hi Rome,
Seems you have autoplay enabled. Not a big deal, but whenever you insert your usb drive it will try and read the contents of the files on it. You can temporarily disable autoplay by opening control panel and typing autoplay in the search box at the top right. Click on the line that says "Stop or start using autoplay for all media devices" The next window that opens will give you an option near the top left to stop autoplay. Clear that check box!
Next insert your usb drive and erase the offending files!!
That's it. Hope I helped
Snarks