When you say it's on your monitor, it can't actually be stored on your monitor, so do you mean you're watching it on your monitor, maybe streaming it, or is it actually stored somewhere on your PC/laptop, etc??
Insert memory stick into your laptop, then locate where it comes up on your laptop.
Right click on it and select properties and note the free space available.
Locate where your film is stored in "my documents" and right click on it, select properties and again note its size. Do you have room on the memory stick??
If so, place your mouse cursor over the film icon, left click once and keep the mouse button held in. Drag it over to the memory stick icon and let go of the mouse button - this will copy the film onto the memory stick :)