Don't risk damage to the USB port on your company's computer!
Don't forget your USB stick when you go home!
Don't lose the cap to your memory stick!
Make a stick-on memory stick recoil recall reel.
(Update: see also versions II and IIIversions II and III)
Step 1: Parts
I found this recoil keyring in my local cobblers for UKP2.50. They are really good quality -chromed metal and thick cord. If i could change anything about this keyring, I'd have a weaker spring - after all the idea is just to gather the cord when the memory stick is put away, whereas recoil keyrings have to be strong enough to lift the key.
This model came with a belt clip, which I basically yanked off with some pliers and straightened with a mini vise.
Note, the picture is a mock-up. This was the first attempt, where I cut off the metal bead from the end of the cord, and it promptly disappeared inside the casing!
The memory stick I used is a bytestor, which I chose for the fact it has a keyring loop on both the body and the cap.
Step 2: Attaching
First I minidrilled a couple of holes in the cap and in the former belt-clip and lashed them together using spare cord. This seemed nice and strong but rattled a little and allowed too much freedom of movement (I figured it might catch on something in my pocket or bag) so I added a "sticky fixer" (double sided adhesive pad). Note that only the cap is stuck to the reel body, though I've offset it so that the metal reel obscures as much as possible of the memory stick (less leverage = smaller forces = longer durability).
Step 3: Finish
I attached the cord to the business end of the stick by minidrilling with a wire-gauge bit, threading the cord, and tying a stopper knot.
Step 4: Action Shot
Here it is, attached to my keyring, and plugged into my laptop. It comes in really useful on a desktop machine where the USB port is high off the desk. It limits the weight of the keys on the USB port and at the same time stops me leaving the stick plugged in when I go home from work etc.