Hi Snalion,
Welcome to the forums.
When you use Converter and want to store the resulting VM onto a USB disk, you can only choose the Workstation format. That's because most of the USB disks are formatted in FAT 32, on which you can't store a file bigger than 4 GB. A standard virtual disk used by Workstation is split in 2 GB sparse files. ESX uses thick format that in most cases exceeds the 4 GB limit. So it could not fit on a USB disk.
The problem for you with this virtual disk format is that ESX is not able to run a VM of that kind ( ref ). So you need to transform it before.
If you want to transfer a VM using a removable disk, you have to make a first conversion from ESX to Workstation format. Then move your disk and make a second conversion to the destination's ESX.
Instead of Converter, you can also try to use VMware OVF Tool.
Good luck.
Regards
Franck