Any type of memory stick can be used for settings or reports, but first it should be 'prepared'. The reason why it has to be prepared is so that ReportPlus can automatically find it in the future.
To prepare a stick, first insert the memory stick(s) into your computer. Wait a moment for the computer to recognise them and the stick's drive letter to become available.
Click 'File > Export > Prepare memory stick(s)'
A window should appear with the drive letter of the stick listed. Click the drive letter, then click 'Prepare'.
Once complete you can click 'OK' then exit the 'Prepare memory stick(s)' window (unless you have more sticks to prepare).
A message will be displayed if no unprepared sticks can be found.
Note: You can manually prepare memory sticks by changing the sticks volume name to 'Reports'.