Thumb drive and version storage

I have been teaching for many years and have a ton of resources on a couple of thumb drives. While I am fairly new to macs, I do love the version feature that comes with Pages and other programs. As I transition my files from PC use to Mac use I noticed that after I had saved a couple of files on the thumb drives that as I went to exit Pages it pops up a message that the volume "does not support permanent version storage."

I have 8 and 16 G thumb drives and my question is, would there be a way to format them so that they would support version storage? I have plenty of room on my mbp but for most of my school files I find it more effective to have most of them on a thumb drive to keep them portable between my laptop and school computers when I need to share files/resources.

What format are you currently using on the flash drives? I suspect they might be formatted as FAT-32? You may have to format them as HFS+.

I normally just use a Lexar USB with whatever format they come with out of the package. I have never tried to reformat a thumb drive before. If the drive is formatted would it alter its functionality on a windows system? Drive formats are not a topic I am overly familiar with. I use the drives to move files between platforms at school.

Flash drives are usually formatted to FAT-32 from the factory as that file system is compatible with Windows, OS X, and Linux. Nowadays, most large external hard drives are formatted to NTFS for Windows use. HFS+ and NTFS are journaled file systems whereas FAT-32 is not.