In this step we will add an LED that will glow when the key is connected to an USB port. Consult http://www.instructables.com/id/The-Smallest-USB-LED/
for more details.
Connect the red LED #2 to the outer USB connectors. Do not forget the 10K resistor in series.
Glue and tape the whole.
Test. (I used an external HD with built-in USB hub, but you can connect directly to your computer, if you trust yourself.)