hi
check your DLP agent configuration to have USB monitoring active and that you dont have a filter to reject from monitoring file with very low size.
Usually when a "simple" policy as the one described by ronak does not work it is usually due to agent configuration and all different filters which prevent dlp agent to monitor channel or file.
If you have one policy with SSN DI which works fine for USB copy on your workstation, try to add a new rule into this policy and check if rule is triggered by your copy.
regards