There are a few reasons for that Virus, Pc usb port fault or the pen drive itself scan the drive with a updated AV and check it in another PC see if it works else RMA
Remove the undeletable files using this-
Download Unlocker 1.9.1 - FileHippo.com
Also after you delete them do an updated Antivirus scan. And if it shows no infection.
Do a scan using this online AV- HouseCall - Free Online Virus Scan - Trend Micro USA
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