This is a problem related to copying directories (created with Finder) from and then back to a USB storage device configured with an MS-DOS/FAT file system. Until Apple releases an update addressing this issue, the following is a safe solution.
Launch Terminal via Applications > Utilities and type the following command, making sure to include a space at the end: dot_clean
Select the folder generating "Error code-36." Drag and drop the folder directly into the Terminal window.
The path to the folder in question should appear at the end of the Terminal command. For example, it may look like: dot_clean /Users/UserName/Desktop/Test_Folder
Press Enter/Return to run the command. It may appear as if nothing happened, however, you should now be able to transfer the folder to the USB storage device without error.
Repeat the process as needed for additional folders.