It is possible that Fedora automounted it for you when you plugged it in. Run the command "mount" with no arguments, and see if your usb stick is listed there. If it is, you should be able to simply copy files to it (on Mandrake 10, it gets auto mounted to /mnt/removable), and when you are done just unplug it (Wait for the files to finish copying first though!.
Also, are you sure that the usb stick is /dev/sdb and not /dev/sda or something else? Try the command "dmesg" and also "cat /proc/scsi/scsi".
I hope this helps