Supplies:
Gluestick (either empty or cheap)
Unassembled USB
Rotary tool with a cutting disc

Step 1: Assembling the Spy USB

Take your gluestick and pop out the stick of glue and the little plastic piece holding the glue onto the little screw (as shown in one of the pictures). Use up or dispose of the actual glue from the gluestick. Use your rotary tool to cut off part of the white part that helped hold the glue in a more fitting position (about as much as shown in the picture). Insert your unassembled USB into the glue stick next to the red "screw". Put on the lid. Step back and admire your work. Now go have fun.