When you plug the keyring into your computer swanny, do you get a menu coming up on the screen asking you what you want to do. It would give you a few options in a list.
If you dont, then after you have connected the keyring , go to "My computer" and click on there to see if you have an extra drive showing. If you have then this will be you keyring. It will show as a letter, the same way as your "C" drive does but will be a different letter.
If it does then you can go to your photos that you want on it and highlight them then go to the left of the screen and click on "copy". This will then bring up the list of drives you have and just pick the one that is your keyring.
Hope this helps you.