How to Backup Files to a Memory Stick
If you want to back up and archive files on your computer's hard drive to a memory stick for either easy transportation to another machine or for safekeeping, you can use the native Windows Backup & Restore utility. This utility will create exact duplicates of the files in a directory that you select and will back them up to the location of your choosing. In this case, you'll be backing them up directly to an attached memory stick.
Plug your memory stick into your computer.
Click "Control Panel."
Click "Backup and Restore."
Click "Set Up Backup." Select the memory stick from the list of backup locations on the screen and click "Next." Check the directory that contains the files you want to back up from the next screen. Click "Run Backup" to back up your files to the memory stick.