Yea I see that under step 5. It is bizzare that you can be duped into buying fake pen drives.
They're pretty common in the usual piracy havens. A friend of mine bought one in Bangkok -- it was about half the $/GB price you'd find here -- and it turned out to be far smaller than claimed (and, I suspect, not particularly reliable). And by "claimed" I'm not just referring to the packaging: it actually reported itself to Windows as 8GB or whatever but was full when filled with far less data.
As JBI says, you get what you pay for. NAND that doesn't pass QA at the factory goes somewhere