Arnold, you may try opening the thought folder from the Properties and Attachments window, and then dragging the file in there. Hopefully that will speed things up.
I haven't seen any visible performance issues when files are internal vs. external, then again, I don't use it on a USB stick. You may create a separate folder on the USB stick, throw your files in there and import them to PB as links. Just some ideas.
rzw7, I used to keep all my files internal to PB. Now because I use Dropbox to sync two computers I only keep internal files that I need on both.
PB stores the files in GUID thought folders under the _personalbrain\Files folder, so they retain their format and aren't actually incorporated into the database. Even if the PB database is corrupted and you can't run it any more, you can still retrieve any attachments using the file system. If you have to do that, I'd recommend using search, and do it by file type as that will be easier to locate your files rather than going into the folder system.
The advantage of keeping files internally is when you create a brainzip, they are automatically backed up. Also, if you move computers, or move a file by mistake, the link in PB isn't broken. Currently I store all my files that are external and attached to PB in a single folder so if need be I can just restore the folder and no links break. It also gives me just one location to back up the files.
Hope this helps.
Java SE 6