This is portable storage device.
You can buy Memory sticks in various sizes depending on how much you want to spend. Typical capacity is about 2 Gigabytes but more expensive types can store 8 Gigabytes or more.
A memory stick connects to the computer through the USB port, so they all have a square connector on the end. When you connect the stick to the computer, you will see a 'Found New Hardware' message appear and your stick becomes one of the drives on the computer. You can then drag files off and on the stick.
You must remember to 'unmount' the stick from the computer or your data may be corrupted. A small icon will appear in the task bar with a green arrow and the message "Safely Remove Hardware". Click on that and follow the instructions.
Memory sticks work using Flash technology and there are no moving parts.
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Click on this link: Memory Stick