I think this is what you need:- http://www.arduino.cc/playground/Main/UsbMemory
or a ready built one is available at:-
http://www.parallax.com/Store/Microcontrollers/BASICStampModules/tabid/134/List/1/ProductID/434/Default.aspx?txtSearch=usb+datalogger&SortField=ProductName%2CProductName