Hi Sarah, Thanks for contacting us! To save to a USB stick, you can either:
1. When saving each photo, save it directly to the USB stick by locating it in the file dialog after you click the Red Save button, or
2. After saving all your pictures, open up the directory where you saved them (in Windows Explorer or Mac Finder), and copy them all, then open up the USB directory where you want them saved and paste them.
Let us know if we can be of any further assistance!