[CentOS] Setting Group owner of files on USB drive

I just got a 8Gb flash drive and went to copy a bunch of files onto it. I wanted to perserve everything, so I just took my archiving rsync command and altered it to go to localhost:/media/RALLY2/ (name of flash drive). I am getting errors with changing the group owner. Huh?

So I try to just use mkdir to create a directory on the flash drive. The directory has a group of root ???

So I try a chgrp and get:

[root@mine me]# chgrp me /media/RALLY2/Stuff chgrp: changing group of `/media/RALLY2/Stuff': Operation not permitted

OK why can't I set the group to something other than root?

ls -lstr /media/ total 4 4 drwxr-xr-x 3 me root 4096 May 30 16:28 RALLY2

and of course for /media:

8 drwxr-xr-x 3 root root 4096 May 30 16:18 media