With me, they are deleted like any other file on any disk.
Kees
I have a couple of USB thumb drives that I use to transfer files from home to work and I've discovered that even when files are deleted, there still there, only hidden. Formatting may work but I only want to delete files that I'm no longer using.

Chowhound
Comic Vine
GameFAQs
GameSpot
Giant Bomb
TechRepublic