Plug the memory stick into the device where the file is present. When this occurs, the device's system will establish a drive letter for the stick. Go to My Computer or Computer on the system, and review the drives that are available in the menu. If the name of the memory stick appears as one of the drives, then files can be pasted to that drive.
Open the folder where the files to be copied are stored, and right-click on the file name. When the menu appears, click Copy. Return to the entry for the memory stick, and double-click to open a window for the files on the drive. Right-clicking in an open space on that window and choosing Paste sends the files to that location.
Close all windows except the window for the memory stick. Double-click on each of the files that were copied. If the files cannot be opened, the memory stick may be faulty, or the operation was not successful and should be tried again.