Right. I just plugged in my Pico for "fun" without really expecting it to work at all. I was extremely surprised when it did! This is the cable I used, coupled with a generic mini-USB to male USB: http://www.amazon.com/Micro-Female-Cable-Galaxy-I9100/dp/B0073EPXO4
I only tested it with the Poweramp music player though, but I don't think that matters at all. What probably does matter is the chipset itself -- North American S3s use a Snapdragon chipset, whose USB implementation is more likely than not to be way different than the Exynos chipset on international S3s. I skimmed through some of the posts in this thread and it seems that those who have issues getting the Pico to play nice with the S3 are on the Exynos chipset.
Edit: I was running the stock kernel and stock rom provided by Rogers here in Canada. That might also make a difference, especially with kernels such as Siyah which might strip out useful yet niche functionality in order to preserve battery life / increase performance.
Edited by akwok - 8/2/12 at 1:43am