A memory stick is a device you can use to store information on. This may also be called a thumb drive. You will need to insert the memory stick with the connector end matching up to the USB port on your computer. Push it in until it is seated correctly. You can then transfer information from your computer to this memory stick by selecting save as to find the drive listed. You can then click on the drive and enter in your file name. It is like having a portable hard drive that you can carry around with you.