It's hard to say, but it sounds like you are neglecting to properly eject the drive from both the Mac and the PC, with the inevitable result of scrambling the drive.
You can "get away" with removing a thumb drive by simply yanking it out of the slot sometimes, but that behaviour (again, applies equally to both platforms) will at some point destroy the drive's directory, rendering the drive useless.
There are a number of ways to safely disconnect a removable drive from a Mac:
1. Drag the mounted image to the trash, which becomes an "eject" symbol, then WAIT for the activity light on the drive to stop flashing and/or the drive icon to disappear from the desktop; OR
2. Select the drive by single clicking it and pressing the eject button on your keyboard and waiting as described above; OR
3. Right-click the selected drive and choose "eject" and wait as described above
(and there are other ways too, but most of them are variations of the above)
On a PC, the only way I *know of* that works correctly is to right-click the drive letter in a "explorer" type window and choose the option to "remove hardware" (the wording may not be exactly right, I don't have a Win machine to check), then wait for the message that it has been safely ejected.
If you're not doing one of the above depending on platform, then as the LOLcats say, "yr doin it rong."