I had read about this gadget a while back but hadn't found a good picture of it.
What this is is an SD card with a built-in USB adapter. You just fold back the bottom half of the SD card and stick it in your USB port. It even comes with a key ring so you can use it instead of a memory stick.
Here's where you can read all about it. Looks like they're about $125 on PriceGrabber.