It is irritating as the Finder applications does not show dot (.) files by default and I hate to mess around in a file browser. Next time you encounter this you can try this in your terminal:
$ df -h Filesystem Size Used Avail Capacity Mounted on /dev/disk1s1 984M 970M 14M 99% /Volumes/USBStick $ ls -a /Volumes/USBStick . .. .DS_Store .Trashes <<<< need to dump this. ._.Trashes BPM Paper $ rm -rf /Volumes/USBStick/.Trashes $ df -h Filesystem Size Used Avail Capacity Mounted on /dev/disk1s1 984M 45M 939M 5% /Volumes/USBStick
This will get you back your free space.