I've been trying to export wave files to my computer through the USB interface and everything works fine up until you go to look in the USB folder and there are no files there.
If it's anything like the BR-864, it seems that you have to move the WAV file from the BR as soon as it says "done". If you disconnect, reset, or begin a new export, the previously exported file is deleted from the CF card automatically.
I know what a pain it is to sit through the time it takes to do an export, only to find it's not there. You just have to have a Musicians Friend catalog with you while you baby sit the process. Drag the WAV file from the BR promptly when it tells you it's done BEFORE you touch anything else. Then, initiate a new export and wait all over again.