Hi, Ive got a janome memorycraft so different machine but ive had a quick swizz on the net and it appears that you just need a USB key,
http://direct.tesco.com/q/R.208-8675.aspx
or
http://direct.tesco.com/q/R.208-4202.aspx will be fine, depending on how many designs you want on it at any one time.
If you download from embroidery library you can choose a zipped or unzipped version, until you get used to things, choose the unzipped version, save it somewhere on a pc (I make a folder saying embroidery designs and then make another one with a sub folder, i.e flowers) then you *should* be able to drag and drop it onto the memory stick when its in your computer and then plug it directly into the embroidery machine and it'll pick up a memory stick...
hope this helps and makes sense a bit