one catch that I have realized is that for proper identification of the USB Stick, the tablet must be in english language.
My friend had a hard time figuring out why his tablet won't show up any notification when a USB Stick was connected, whereas mine shows the "My Files" app showing the storage folder and all the contents of the stick, joking around I told him that was because my tablet was in english and his tablet was not.
Anyway, Astro file explorer doesn't work with USB Sticks, Use ES File Explorer instead and look in /mnt/ folder for usbdrive , there should be your content.
SE Z310 -> MT t191->BB 8820 -> HTC Touch Pro -> BB 8820 ->SE X10i -> SE X10a -> Samsung Galaxy SII-> Nokia Lumia 920
Nokia Lumia 920 Black
Samsung Galaxy Tab 8.9 ICS