I split your post into its own thread.
If you are trying to use this new memory stick for backup and already have a backup plan defined, you'll probably need to reset your backup plan.
Open OneCare
Click Change Settings
backup tab
Click Configure Backup
Click change settings in the lower left
Make sure that the first screen for Centralized Backup has "No Centralized backup" selected
Click your PC on the left.
Uncheck the selection for "Turn on backup for this PC."
Click Next and save the revised plan.
Go back to the backup tab, configure backup and click Change Settings in the lower left once again.
Select your PC and click.
Click Turn on backup
Select the change location link and select the drive you want to use for backup
Modify the schedule as desired for "When"
Select the file types as desired for "What"
Click next and save the revised plan with the new selection.
If your problem is that the memory stick is not even being recognized by Windows as a drive, you may have a drive letter assignment issue. Go to Control Panel/Administrative Tools/Computer Management/Storage/Disk Management and see if the Cruzer is shown. If it is, select properties and either format the disk or change/assign a drive letter that is not used by another drive. If the drive does not appear in Disk Management, then your USB port or the drive itself may be defective of you have a driver/software issue.
-steve