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USB Flash drives are miniature hard drives that you connect to your computer using a USB port. Typically, the capacity for a Flash drive is between 128MB to 4GB. The larger drives should provide enough storage capacity for you to back up a great deal of data (even more than a CD if your Flash drive is 4GB).
The instructions outlined here are based on a Windows XP computer. If you have a different version of the Windows operating system, these instructions may not work exactly as they are outlined here. For example, the images of dialog boxes or windows may look slightly different.

How to Back Up Data to a USB Flash Drive
1.    Insert the Flash drive or external hard drive into a USB port on your computer.

2.    Click Start in the lower-left corner of the computer's desktop.
3.    Click My Computer.
4.    You should see an icon for the Flash or removable disk drive in the My Computer window.

5.    Resize the My Computer window so that when you open the location (window) where the files/folders you want to back up are located, the windows do not overlap each other on the desktop.
6.    Open the location of the files/folders you want to back up. (There are many ways to locate your files—use the procedure you normally use.)
7.    Move the mouse cursor over the file/folder you want to copy and hold down the left-side button on your mouse to select the file or folder icon.
8.    Drag the icon over to the Flash drive icon.
9.    When a small plus sign (+) appears over the Flash drive icon, release the mouse button. A copy of the file or folder will now be located on the Flash drive.
10.    To verify that the file or folder has been copied to the drive, double-click the Flash drive icon to open it. The file or folder that you copied should be listed.
11.    Repeat steps 6-9 until you have copied all the files or folders you want to back up.

How to use a USB flash drive
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Where to get low cost flash drives or external hard drives.
Wal-Mart:  http://www.walmart.com/catalog/catalog.gsp?cat=1009146
FRYS:        http://www.frys.com/catreq/-14164
BEST BUY:  http://www.bestbuy.com/site/olspage.jsp?id=abcat0504010&type=category