The error means your USB drive wasn't successfully mounted. Try a different USB drive. I suggest using Windows Computer Management-->Disk Management, and delete the partition on the USB drive, then create a new active partition, formatted to FAT32. While you are on Windows, create a directory called obi_share, and a subdirectory under that called user1
I just tested this on an OBi 200 (works the same as on a 202). I used a 8GB USB drive, formatted as FAT32. It works fine.