Copying itunes Playlists to a Kingston USB Drive

I am a MacBook Pro Novice, so I apologize in advance for my very simple and ignorant question. We recently switched from a PC to a Mac and I used to be able to copy and paste songs from iTunes onto a USB Drive which I use in my car. I have been unsuccessful in trying to copy these same files which are now on our Mac onto a USB Drive. Could this be because it's formatted for a PC (FAT32)?
Any advice or step-by-step, hand holding, instructions would be greatly appreciated!
Much Mahalo,
Mac Moron