This isn't very hard. It took 10 minutes! (Not including buying stuff)! Easy, fun and a little nerdy!!!
(Use this method if you wish to save the electronics, otherwise...you can do this or the alternative method in the related section!)
Step 1: Get Stuff!!!
Knife (I used an X-acto Knife)
Heavy Duty Glue (Optional)
Cool Music (I suggest "Technologic" by Daft Punk)
I bought the USB Stick at Micro Center. Best Buy, Office Depot and Circuit City have them. Mine is 8 GB, any size will do.
The Controller can be found at a garage sale (parents can be soooo cruel!) or you might have one you don't need (Super Mario Bros. 2 player mode only needs one controller!). My dad used his eBay to buy mine.