From the truecrypt website:
Wear-Leveling
Some storage devices (e.g., some USB flash drives) and some file systems utilize so-called wear-leveling mechanisms to extend the lifetime of the storage device or medium. These mechanisms ensure that even if an application repeatedly writes data to the same logical sector, the data is distributed evenly across the medium (logical sectors are remapped to different physical sectors). Therefore, multiple "versions" of a single sector may be available to an attacker. This may have various security implications. For instance, when you change a volume password/keyfile(s), the volume header is, under normal conditions, overwritten with a re-encrypted version of the header. However, when the volume resides on a device that utilizes a wear-leveling mechanism, TrueCrypt cannot ensure that the older header is really overwritten. If an adversary found the old volume header (which was to be overwritten) on the device, he could use it to mount the volume using an old compromised password (and/or using compromised keyfiles that were necessary to mount the volume before the volume header was re-encrypted). Due to security reasons, we recommend that TrueCrypt volumes are not stored on devices (or in file systems) that utilize a wear-leveling mechanism. To find out whether a device utilizes a wear-leveling mechanism, please refer to documentation supplied with the device or contact the vendor/manufacturer.
Good luck finding out if the USB has wear-leveling or not. I've never seen any documentation on it, nor had I even heard of it before using TrueCrypt. I'd be more worried about the unencrypted data being stored in the page file on the windows box, myself... but that depends on how valuable the data is. (Not to you, but to the person whos willing to sort through that mutha to get it)