To begin, open “My Computer” by clicking “Start > My Computer”

Browse to “My Pictures” by double-clicking “Stuff” and then “My Pictures”

Select about half of the folders by clicking and dragging a rectangle around them. Start dragging in a blank space (as picture suggests).

Right-click one of the selected files and click “Properties”

If the “Size on Disk” value is greater than the capacity of the memory stick, try a smaller selection. On the other hand, if the “Size on Disk” is significantly lower than the capacity, you can select more folders.

Otherwise, copy the selection to your memory stick by either:
Right clicking on a selected folder and clicking “Send To” and selecting the Memory Stick.
Right-click a selected folder, click “Copy” then browse to the memory stick and right-click and paste.