Hi
Just Go To Start - My Computer - Then there is normally a few removable Discs (so click on a few until you find the one) - On a new tab Open the folder that contains the photos - And just simply highlight the photo(s) that you want and drag them onto the open removable disc folder.
Note that is no more safe to have your photos on a memory stick than on your camera.
A memory stick is small and can easily get lost or stolen, or pictures can be deleted off it accidently.
The only true safe place to keep them is on a CD or DVD as once of there they cannot be deleted. As long as the CD or DVD is stored properly it is difficult to lose a CD or DVD.