If you own an Android phone, you can use it as a substitute for an external drive or a USB key. You can load files into your phone simply by plugging it in to a PC with a USB cable, then tapping on “Mount” when you are prompted by the system.

This mounts the internal storage of the device as an external drive relative to the PC, and you can easily drag and drop files or create folders on the device as you see fit. Of course, it is recommended you do this on the SDCard that likely came with the device, or one that you buy for your phone.