Tomcctv is correct. Some of the older / cheaper DVRs are very selective about what USB pen drive chipsets they accept. Some of the older ones with ancient firmware will not handle much up to, or over 1gb. It may also be the amount of data you are trying to export, if it is a long time period, try breaking it down in to smaller ones. My suggestion would be to dig out the oldest, smallest capacity drive you can find and try to export to that. Also, ensure you restart the DVR between each attempt with a different drive, as an un-supported USB drive can cause the port to freeze making any subsequent attempts with different drives useless.
Good Luck!