Simply plug the stick into a spare USB socket. (You'll probably see a 'found new hardware' or 'found new drive' message is displayed on your screen).
Go to Start>My Computer and you'll see the new drive displayed there. (It will be allocated the next new drive letter available. So, if your floppy drive is 'A', your hard drive is 'C' and your CD/DVD drive is 'D', and you've got no other drive letters allocated, it will be drive 'E'. But if you've already got lots of other 'drives' - such as media card slots - it will be the furthest letter through the alphabet).
Double-click on the icon for the new drive to open a window displaying its (non-existent) contents. Reduce that window to a size which only occupies part of your screen. Then go to the folder where your important documents are and display its contents in another small window, alongside the first one. 'Drag-and-drop' files from that window into the one for your memory stick, in order to copy them.
Job done.
Chris