USB Pens are one of the most used types of portable media at the moment and I think that everyone of us have at least one of this toys with you every day (I use an usb pen every day to take files and documents from home to office and vice-versa or when I'm out for work).
If you're an XP user, now Microsof has released a little tool that can be useful for you: the Microsoft USB Flash Drive Manager.
You can use this application to backup and restore presentation, pictures, songs and applications from and to USB Flash Drive devices and take them with you. Use USB Flash Drives to store personal data, to keep your network configuration and to share information with your friends. Interesting... 
UPDATE: on the package there's an interesting DLL called CopyFilesDialog.dll, useful on programs to backup directories or copy an entire directory from a location to another. Just reference the DLL on your code and use it like this:
CopyFilesDialog.CopyFiles cf=new CopyFilesDialog.CopyFiles();
cf.ParentForm=this;
string[] paths={@"c:\dir1\",@"C:\dir2"};
cf.Copy(paths,@"c:\backup");