Playing music from a USB stick - 2013 XF

[The Alien]

Hi,
Hoping somebody here has had this experience and can guide me on how to resolve, please?

I have a 128Gb USB stick and have put 15 tracks in it in the following formats:
MP4, MP3 and WMV; all in three separate instances, so 15 x MP4, 15 x MP3 etc. and in all three instances, when selecting USB in the My Music screen, it only ever says to connect a USB device, despite it being connected.

Can anybody advise what I'm doing wrong?
E.g. do I need to format the USB stick as something other than FAT32, which according to the handbook, is the required format so, a bit confused and would appreciate some guidance, please?

Many thanks,
Alan.