As the others have said, having the thumb drive connected to your ESX host isn't going to be very helpful. However, you can copy files to another host on the network using scp (or the Windows equivalent). For a while, I was backing up my VM files using pscp, which you can get from the PuTTY download page. Specifically, I was using this command, run on a Windows server:
pscp -C -v -r -pw <password> root@esxhost:/vmfs/volumes/datastore D:\localpathThis would recursively copy everything from a certain datastore to my local file system. The -C switch enables compression, which is very helpful when copying thin-provisioned vmdk files.
Be aware, however, that if you do have thin-provisioned vmdk files, they will become "inflated" when copied to your local storage (or anywhere off the datastore).
