Below are the instructions from the user manual. Make sure that the dongle is properly formatted:
The UDP-205 is equipped with three USB ports: two USB 3.0 ports in the back and one USB 2.0 port in the front. You may use any of the available USB ports to plug in a USB drive. The USB ports are rated to provide a maximum of 5V, 1000mA power to the USB drive. It is sufficient for USB thumb drives and flash memory card readers, but may not be sufficient for USB hard disks. It is recommended to check with your drive manufacturer for power requirements, or use an external power supply.
NOTE
• This unit supports “USB Mass Storage Class Bulk-Only Transport” devices only. Most USB thumbs drives, portable hard disk drives and card readers conform to this device class. Other USB devices such as MP3 players, digital cameras, and mobile phones may not be compatible.
• Supported USB drives can be formatted with the FAT (File Allocation Table), FAT32, exFAT or NTFS (New Technology File System) file systems.
• In some cases, an incompatible USB device may cause the player to stop responding. If this occurs, simply turn off the power, remove the USB device, and turn the player back on.
• In order to minimize the risk of data corruption, it is recommended that you only unplug the USB device when playback is completely stopped