Xfce is truly a desktop!!
Ranking just behind Gnome and KDE. And coming up fast.
However, you move files from an external source (ie: USB) to the Xfce desktop ... the drive must be 'mounted' first.
Apparently, it is much easier to 'mount' a drive or partition in Gnome with Nautilus (File Manager),
than it is in Xfce desktop using the Thunar (File Manager)?
Mounting drives, either internal (such as other partitions) or external (USB, CD) requires you to install "Mount All" or a similar App. from the Repositories (Synaptic)
Search through the Ubuntu Forums or the Xfce Forums for detailed instructions on "How-to Mount in Xfce"http://xfce.org http://forum.xfce.org/http://wiki.xfce.org/
I do believe that is, also, a thread about 'mount-ing' in this forum, as well.