Hi Vivian, In the backup window you'll see a "Browse" button. You can use that button to select a specific location to save your backup to (in this instance a memory stick). Some general click steps (yours may be slightly different depending on your version of windows but you should still be able to follow along):
File >
Backup >
Browse >
Computer >
Memory Stick >
Save >
Backup.
It will go pretty fast and will tell you it was successful. At that point you should have a compressed and locked copy of your file on the memory stick.
