1. Use the 'restore down' button (top right square / overlapping square icon between the X and _ icons) to reduce the size of the Outlook pane.
2. Drag one edge so that you can see the desktop as well.
3. Create a new 'keep' folder on the desktop.
4. Open it (it will be empty), use the restore down icon and arrange the Outlook and 'Keep' folder panes to be side-by-side.
5. Click on whichever e-mails you want to copy and just drag them across to the keep folder.
6. When you've finished, use the 'maximise' button (same button as the 'restore down' button) to return Outlook to normal size.
7. Insert USB stick.
8. Click on 'keep folder' on the desktop and copy it to the USB stick.
9. Delete the 'keep folder' from desktop as required.
There are probably easier ways, but this is more intuitive.