The simplest and probably the quickest way is to plug in the memory stick and drag the entire image file folder onto it.
You don't say what software you're using for the images, but it doesn't really matter - they will be stored in a folder on the C drive. Open up 'My computer', look for your C drive, and click on it. Select the folder called 'program files' and open it. Now look for the folder with the name of the software you use for your image gallery and open it.
You'll see a folder that's marked 'images' or something similar. Open it to check that your image files are there. If they are. close the folder, right click on it, and select 'Copy'. Now go back to My Computer and look for your Memory stick - it will be registered as a drive. Click on it to open it, and then right click in the window that opens. Select 'Paste', and your entire image folder will be copied to the memory stick.