assuming the portable data storage stick is USB then plug it into a usb port. It should then appear in "My Computer" simply either "drag and drop" or "cut and paste" the required pictures from the original location into the memory stick and you done.
As to word to jpeg, technically it is possible. You may well need to download something to help, some pointers on this page http://downloads.zdnet.co.uk/0,10000...188810s,00.htm
It would nearly always be better to convert to a pdf file. Depending on the length of the word documement it may be easiest to simply do a screen capture and save that as a jpeg
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