Im trying to copy selected albums to a memory stick,I cant see how too??
You can use iTunes to do this. Insert the memory stick into your computer and open it up as a folder. Now go back to iTunes, highlight the tracks you want to copy, then drag them into the memory stick folder.
If you normally run iTunes in full-screen mode, make it smaller so that you can do the drag.
The drag-n-drop puts a copy of the song file(s) onto the stick, and does not change anything in your iTunes libarry. Try it first with a single song file, so you can see how it works, and then do your full albums.