According to the manual, NTFS and FAT32 is supported (page 3). exFAT is definitely not supported. I can also tell you, from my own experience, that ext3 and ext4 also works.
Do you see the NTFS drive under USB devices in the System Management menu? Maybe try formatting your USB flash drive to NTFS, to see if NTFS is the problem.
On a side note, you can use a USB-hub, if you want to connect more than one device at a time.