how do i save all my photos in iPhoto to a USB?

Do you want to save the photos or your complete iPhoto Library?

To backup the library on an USB thumbsdrive, select it in the Finder and drag it to the icon of the thumbsdrive. Only make sure, the drive is formatted correctly. By default it will be formatted for windows systems and not MacOS Extended (Journaled) as required for photo libraries, see: Format external drives to Mac OS Extended before using with Aperture or iPhoto.

See this User Tip: iPhoto and File Management

To transfer your photos (totally diferent from transfering you iPhoto library) simply open iPhoto, select all and export to a desktop folder (seethe user tip on exporting for details on the available options) - then in the finder mount the unlocked USB drive and drag the folder to it

LN

Firstly you need to transfer photos from iPhone to computer, then you can tranfer them to USB just like you transfer other data from pc to USB. For Windows, navigate to My Computer, where there will be something that says "Yourname's Iphone". Open it up and keep moving through the files until you get to the "DCIM" folder. This is where your photos will be. From here, you can just copy and paste the photo files into your destination folder.

1. There's no mention of an iPhone in the question.

2. The question is about iphoto for Mac, which doesn't run on Windows, so how is all that stuff about Windows relevant?