If your recording isn't completed correctly and shows as a 0kB file you can recover using the following steps:

1) Insert the USB stick into (Windows) computer, open My Computer, right-click USB drive and click Properties.
2) On the Tools tab, run the check for errors and leave the checkbox in the automatically fix option (this runs chkdsk /f).
3) Open the resulting salvaged file (in the FOUND.000 folder of the USB drive) in Audacity using the Import --> Raw Data function. Don't change anything (except possibly the bitrate, if needed).
4) Export the audio from Audacity into a new WAV file somewhere new (i.e. don't overwrite your salvaged file).