I can't be sure of this. But my guess other than a USB drive like you mentioned would be, you simply input a Bitcoin address for them to be sent to. This way y

I can't be sure of this. But my guess other than a USB drive like you mentioned would be, you simply input a Bitcoin address for them to be sent to. This way you could send the Bitcoins to a personal wallet, online hosted wallet, or even straight to Mt. Gox. Or perhaps it does something more physical like creating a new wallet for you and physically prints out the private key of the wallet for you to keep with you.