USB virus/Cannot delete folder

Hello,
I'm hoping someone can help me out...

i have a new USB drive and was trying to put music from my ipod straight onto it. Some copied but some not and some weird files were created (names were shapes like squares and commas etc). So I reformatted the USB. It did empty, but then as I put music onto it straight from my C: or CD drive, those strange files came back. I was not able to delete the files or folders theyre in. I get the message "Cannot delete. Cannot read from the source file." After some googling I found the file autorun.inf on the drive from dosprompt, and managed to delete it, and then when it came back, I deleted it and made a folder of the same name, which prevented it from coming back. I also downloaded a USB anti-virus which detected nothing, and also another comonly reccommended remedy, something about sterilizing the USB. I still have the weird files and cant delete them. I also downloaded an unlocker, and when I use it on the files, it says file deleted, however the files are still there!!. Please help!