I have two Freesat+ boxes.

One will allow me to copy SD programmes to a USB stick. Following the same procedures, the other will not.

Any hints?

Are you using the same USB stick for both boxes? (might be a faulty/incompatible stick if you're using different ones)

Have you tried both the front and back usb connectors on the problem box? (might be a single faulty connector on the box).

Have you tried a factory reset on the problem box?

Same stick but the front and back connector idea hadn't occurred to me. I'll try that next.

What make and model are the boxes?

Does both boxes report that a USB device has been connected?

Are the two progrmmes different in size? Unless you format the drive into EXT3 there is a limit in the file size of 4Gb. Do you get a warning to that effect? I fell into this trap recently trying to copy a football match for a colleague at work!