Need help with Memory sticks!

[KAZ]

I recently bought two 1GB USB Memory storage sticks. I put loads of photos and documents on one of them as back up but then I got a message saying it was full so I decided to split the files betwween the two sticks. However it seems that I cannot fit as much on the second stick and I don't understand? (they are both 1GB!) It says its full after putting less files than the total of the first stick? Also if I try and delete some files to make space I cannot seem to delete the "Thumbnail" (Folder)? I can delete the contents but not the folder? What have I done wrong?