As far as I know, it's not. No errors come up in Windows except for that one M.I.A. file not being able to be deleted. MIght be because it ends in a period which is valid for NTFS but I think Win32 has a problem with it (Explorer will never allow a period to end a filename or folder name when renaming).

The issue with copying files to and from USB sticks is that I have no idea exactly which files/folders are affected. I know a few of them, but there are at least 6000 files affected. That's the difference in file counts between Slim Center and what iTunes reported on my Mac after a drag and drop of my entire music hierarchy.