If by recycle you mean trash, that didn't/wouldn't work. The problem isn't on the internal HD, but on the stick. Perhaps this thread should now be renamed or restarted as "USB memory sticks" - maybe the overseers could advise on this. I've never used memory sticks before (to the surprise and derision of younger extended family members). I think there may be formatting rituals to be observed. Get Info for the blank Stick window reveals:
Format: MS-DOS (FAT16)
Capacity: 125.5 MB
Available: 6.2 MB
Used: 119.2 MB on disk (124,997,632 bytes)
After a while the desktop icon spontaneously ejects itself and warns me that it was improperly removed, even though the stick itself is still sitting in the USB slot with a little red light on.
MacOS Help doesn't think there are such things as USB memory sticks. I thought they may be called memory cards, but it seems those are different things requiring a PC Card slot, which I don't think I have.
"Reformat" offers me the opportunity to mangle my internal HD to install or remove Windows. No thanks.
The instructions with Boot Camp Assistant.app, which I had to print out, doesn't seem to have anything useful.
Computing: the incompetent in pursuit of the incomprehensible.