No issues in using a pen drive.
But there are some issues with external drive.You will be able to read the existing stuff but won't be able to modify it, though you can add stuff into it.I tried changing the privileges but that didn't work,there must be something that one can do but I haven't searched for that as I m busy these,will do in a few days n will let you know or someone else can help you with that.But the latest HDD which are coming now days, I have read that they are totally compatible and the issue have been resolved.