Step 3: Red to Red, White to.....Yellow?
The Standard USB colors are black, white, green, and red. The standard phone jack colors are black, yellow, green, and red. The similarity made it simple - match all the colors, and match the white and yellow.
Loosen four screws on the back of the phone jack. (1st pic)
Now take each of the four wires from the female USB, and tighten them to their respective screws. (2nd pic)
Insert your memory stick, and your done with the in-wall portion (3rd pic)