Finder not copying all files to Memory Stick

Over the last few days I've been transferring files from my Macbook Pro to my Sony PSP's Memory Stick Pro Duo. When simply copying a large amount of files only, they won't all transfer. So if I transfter 100 items to the card, it'll show 100 items on the memory stick before copying but once finished the number will be around 97 (they're about 1MB each).

I've searched the interwebs and found a few other users complaining of the issue even when transferring only 15 items. They too were using Sony products. So the question is, what the heck is going on? Is there an issue with finder copying to Memory sticks? Finder in general? Does it matter if the files are locked? Sure hope I haven't lost any pictures I've transferred from my SD cards etc.

I should also point out that if I re-copy the 100 items and paste them to my Memory Stick, choosing NO when prompted to replace files with the same name, I'll get my missing files.

Any help or suggestions is appreciated.