A memory stick is, as you suggest, probably the easiest way to do it.
Assuming that your 'My Pictures' folder is inside your 'My Documents' folder, open 'My Documents' on your desktop. (If your version of Windows doesn't put 'My Pictures' inside 'My Documents', go to 'My Pictures' and click on the 'Up a level' button).
You should now have a Window open which, among other things, contains the 'My Pictures' folder. If it only takes up part of the screen you don't need to do anything with it. If it fills the whole screen, click the middle button in the top-right corner to make it smaller.
Then insert a memory stick into a USB port on your desktop. Autorun should offer you the option to display its contents; accept that offer. (If autorun doesn't work, double-click on 'My Computer and then on the icon for the USB drive).
You'll now have a second window open, displaying the contents of the pen drive. (Again, make it smaller if you need to do so, in order that you can see both open windows side by side).
Click on 'My Pictures' and, keeping the button held down, drag it across to the other Window.
Eject the pen drive and remove it.
Plug it into your netbook and display its contents (either by accepting the option from autorun or as above).
Go to where you want the folder to be placed on your netbook. (e.g. open the 'My Documents' folder). If you want the folder on your pen drive to REPLACE a folder with the same name on your netbook, you can simply 'drag-&-drop' again, accepting the 'Replace' option. (NB: That will WIPE any pictures already in the existing 'My Pictures' folder on your netbook. Only do it if you're really sure that there's nothing there you want to keep!).
If you want the folder on your pen drive to appear ALONGSIDE the existing 'My Pictures' folder on your netbook (but with a different name, so that it doesn't replace the original folder), right-click on it and choose the 'Rename' option (changing it to something like 'Old Pics'). Then drag-&-drop it to where you want it to be.
If you simply want the CONTENTS of the pen drive's 'My Pictures' folder to JOIN those in your netbook's 'My Pictures folder', double-click on both folders. Then go to Edit > Select All in the pen drive's folder, before dragging-and-dropping them into the other folder.
Chris