You don't need an open fire to roast chestnuts, you can roast them in a comfort of your own home over a kitchen hob and they will end up just as delicious.
VirtualBox is a great free cross-platform virtualization program that enables you to run Windows, Linux, Mac OS X and other operating systems on you Windows, OS X or Linux computer.
You deleted everything from your USB key or a drive, so there should be enough free space to copy the new files, but you still get the not enough free space message in Mac OS X? This is what you need to do.