The usual message from Windows is that the drive needs to be scanned and fixed prior to use, I usually just ignore the message and carry on. The problem is going from my Android machine to the PC, Android likes to drop meta data on the drive to help identify files whereas Windows rejects the integrity of those files prompting a scan and fix.
What is the format of the drive you are using? If you use it between multiple platforms (Mac, Linux, Windows) than fat32 is going to be the preferred format but if you're only using it on Windows based PCs than you could try NTFS with the default allocation unit size.
Other than that, I have seen them falter before with anything from continual prompts to format to becoming unrecognized when it's plugged in. Fortunately, these little devices have become quite inexpensive these days.