How do I move an album of pics to an external USB?

If the memory stick is formatted FAT-32 you should export to a folder on the Desktop and then drag the folder onto the memory stick. FAT-32 volumes have a limit to the number of files it will allow in its root directory so a folder of files would be counted only as one item.

You export them

File -> Export

and choose your settings as required. Then set the memory stick as a destination.