I had the same problem when I tried to import patterns from the web. I was told to use a very low capacity memory stick.
The one I bought when I bought my machine is a 1 gig. It would load but not sew. I got an error message that said something like cannot sew from this screen. I accidentally hit the part of the display that shows the size hoop to use. The light turned green and it sewed. No idea why that worked. I have a babylock ellure plus but I think that certain things are the same on all their embroidery machines. I have seen the one that nancy zieman used on her show and a lot of the operation was the same even her machine was high end and mine is a middle of the road machine. Let me know if this works.