I had the USB connection open and I was copying a NeoGeo CD game to my memory stick... and during the process I was cleaning the screen with the cleaning cloth the PSP comes with. Right in the middle of everything I accidentally (while cleaning the PSP) hit the O button... So the PSP exited USB connection mode... while the files were copying.
My PC gave me the cannot copy files error... I opened the USB connection again to find half the stuff copied, along with a bunch of corrupt files... a bunch of files with really weird names and characters. I couldn't delete them, windows wouldn't let me delete them (error reading file), and FileAssisstant++ gave me "Error Deleting."
So what did I have to do? Copy everything over to my PC, format the memory stick, and copy everything back. Also, to make things worse, I'm using USB 1.1... which is about 300x slower than USB 2.0... After moving everything onto the freshly formatted MS, half my homebrew wouldn't load... so I had to make the folders all over, rename them, etc etc....
All this because I accidentally hit the O button while in USB mode. :Argh:
Stupid PSP should ask "Are you sure you want to quit USB mode?" Or ask you to confirm it somehow.
EDIT: And yes, I do know about the Hold feature. :P