The PX-850 manual and additional "Audio Recording Guide" speak of the PX-850 being able to record its own data (performances) to a WAV file on the USB drive, but make no mention of it being an "ad hoc" WAV file player for files transferred to the USB drive with a computer. If the PX-850 is like certain other Casio keyboards, then it most likely records/saves WAV files to a special proprietary hidden partition that is created when the USB drive is formatted in the keyboard or when the first WAV recording is made. Typically, neither Windows nor MAC-OS can access this special partition and therefore can not store or manage files there. Computer based software is provided with these keyboards for accessing/converting/managing these audio files. The PX-850 does not appear to incorporate this feature. To test this, you should record a couple of WAV files to the USB drive, port the drive to a PC or MAC and use their file managers to search the drive for WAV files. If you do not see any, then access to those files is closed to Windows and MAC-OS. If you are able to see the WAV files, be sure to note the storage folder and the naming convention, as any files transferred to there would have to use that same file naming convention. It appears that the PX-850 does not have the ability to read random alphabetical file names. If access to the 850's WAV files IS possible, any files transferred there would have to conform to the linear PCM 16 bit 44.1 KHz stereo .WAV format, or the 850 would not be able to play them. If you did not receive a copy of the "USB Audio Recording Feature Guide", it is a single page download from:
http://www.casiomusicgear.com/resource/pdf/px-850_audio_quick_guide.pdf
Good luck !