using vista with word 2003 i keep loosinfiles from my usb stick

Microsoft Office Word

i have a new laptop with vista
i am using word 2003
when i work from a usb stick i keep loosing files
a number of messages come up including "word cannot be saved due to a 
permission error" 
NEVER work from a REM drive of any type. Always copy to hard drive before 
working on a document. Always save to the hard drive and then copy to the 
REM drive.