The Bernina memory sticks are pretty expensive $189 and that's way to much for ANY memory stick. You can use any memory stick that's not more than 4gig but you must format it (initialize) before the machine will recognize the media. My step-mom has an 830 and we just went thru this ourselves. She bought 3 4-gig sticks at Costco for $40. Sandisk was the brand she found and their customer support can walk you thru the formatting process.
Hope this is helpful.