Extracting MP3 files to my 360

So like I know that you can put audio files onto a 360 by connecting it to your PC, but is there a way to get them on there without having to use a network adapter?

Would a USB flash drive work at all?

Has never worked for me. If I want songs on my 360, I have to connect to my PC, or copy from a real CD.

Only way to do it through a drive is by formatting it to be FAT32, which isn't always a simple task.