2 Answers

Very simple. Most flash drives will install as a Mass Storage  Device. meaning they will be assigned a drive letter. Using Windows Explorer,  navigate to the folder where the files\folders are located. Select the photo's  by clicking them. Select multiple files by holding CTRL while you click. Right  click one of the selected files. Choose COPY. Go To START > MY COMPUTER. Here  is where all of your drives are located. Your flash drive should be listed here.  Double click it. It is usually under REMOVABLE STORAGE. Once in the flash drive,  right click on an empty area of the screen (white). choose PASTE. Bingo. All  done.
Read more: http://wiki.answers.com/Q/How_do_you_download_photos_to_a_flash_drive#ixzz1Ruqo9M1V

put the flash stick or better known as a flash drive in and it should pop up on the screen as drive d e f or g and if not goto my computer and find then left click and send to the correct drive