Plug the memory stick into a USB port. The memory stick will show up on your menu as a E-drive, or F-Drive, some new letter (Give it a name if you want).
Open the photo folder you want to transfer on the PC .
Highlight the photos you want to transfer (hold down SHIFT key, click each photo you want to transfer - it will highlight all as you go), then save-to the new drive. It should transfer all photos you highlighted. To verify transfer, remove the memory stick, reinsert it in computer, open memory stick on the menu, open saved photos.
You might want to install a new folder on the memory stick before you transfer, to isolate this transfer from later transfers and label it. Then, when you transfer, load into the new folder and save. Repeat for a different category of photos each time - you can save photos in folders in a memory stick just like folders in a PC.