Questions about OTG cable, Stickmount, and Nexus Media Importer

[Les170869]

I've just bought the Nexus Media Importer, tried it with a Sandisk Cruzer USB stick, but for the life of me I can't get it to do anything. It keeps telling me to disconnect the OTG cable
Any ideas will be gratefully received folks

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[Les170869]

Just a thought my Cruzer stick is protected? Does anyone think that may be the trouble? :-/

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[jiggers1]

I also am new to the Nexus 7 and Android. I can get mp4 files to play direct from the thumb drive but avi's etc want to copy to the nexus storage and won't play direct from the flash drive. Am I missing something?