How can I improve USB EMI insensitivity?

I took a rather thin USB extension cord, ran it 4 times through a ferrite core (one that comes in two halves in a piece of plastic and can be closed with a click) and ever since I haven't had any errors on my PC.

Shielded cables. But that isn't the problem if it is due to passing vehicles (as @Polynomial said in a comment above).

USB is differential. Radiated EMI would effect both lines essentially the same, so it won't have much of an effect. That suggests you have conducted EMI problems. However any decent power supply won't pass enough EMI through to be a problem.