Xbox 360 deletes save games!


So I’m copying saves from my X360 to an USB stick (formatted by the X360 beforehand) and I just have to plug in and out (after copy has been processed, and backed up from the settings menu), that when I plug the USB stick again it shows as empty ! Horizon shows sometimes the files, however sometimes the Windows Explorer shows just dummy files.

I can’t use Horizon (and Diamond) without this working properly in the first place. Do you know what causes this and how to solve please ?
I tried with different USB sticks and my other X360