Any anti-virus software should scan the USB drive files. You should look into controlling USB device usage though, more and more companies put restrictions on portable drive use due to the same issues you are seeing. Since we (we meaing IT professionals), can't control what users have on their home PCs or what they copy to their drives, we need to control the entry point of those devices to our environment.
For business/school use, Symantec is pretty much the standard due to it's ability to be managed centrally, and it's not a bad anti-virus if you use the corporate edition. For free stuff, Avira is highly rated, but I'm not sure how the licensing for it will be for non-personal use.