Its a "Kingston Data Traveler 150 32GB" - you can get them for £50-60. There are some 64Gb sticks available but they're pricey. The stick works very well. Better than an iPod touch anyway!
The more you fill it, the longer it does take B&M to build an index but that's to be expected. I'd avoid copying all your music to it in one go. Windows Explorer will probably bomb out half way through so best to copy in chunks.