"USB power consumption error" (OTG)

I use a USB OTG cable to connect USB devices such as pen drives, mice, key boards, etc. But when I connect *some devices*, (particularly *some of the pen drives* I have) it gives me following error message and prompts me to disconnect the device. I contacted my OTG cable retailer and he suggested that I should use a USB hub with a power inlet, to connect the devices which give the above error as the said error generated due to heavy power drain from the connected devices (pen drives). I want to know whether there is a possibility of bricking my phone if I use a USB hub with a power inlet, like this: