I usually plug in my memory stick via the USB OTG cable to the Nokia N8 to listen to music, something irritating is that I have to keep on manually changing the tracks. I finally found an easy solution. All you have to do is mark all of the files so that they can be transferred then you can either move or copy them to the desired location.
This is one way of transferring files from your computer to your Nokia N8. Have a look at the video below, it doesn’t show a file being moved to the memory stick but rather a file being copied to the memory stick from the mass memory.