Just go buy a linking cable at RadioShack. The one in my town has one (and we're a really small town). Can't remember exactly how much they are, though. It goes through USB.
Linking cable is just a USB to USB data transfer cable with software with it, I believe.
And a flashdrive is not a DVD drive. It's also known as a USB memory stick, jumpdrive, zipdrive, etc. It's just a USB storage drive. I have 3, actually. All three are SanDisk ones. I've upgraded to larger sizes over time xD. The one I use the most is a 2GB Flash Drive one I bought. You can buy one at most electronics stores.