USB drive, OSX thinks its a keyboard?

I plugged in a borrowed USB drive to transfer jquery.js to students in my class (internet wasn't working).

The USB drive didn't work - it popped up for keyboard verification, and I pulled it out.

You don't need to tell me it's stupid to plug in USB devices, I'm not worried about that.

I'm wondering how you would make a USB drive that the computer thinks is a keyboard?

Is this malicious?