Instructions
Turn on your Xbox 360. Plug your USB flash drive into one of the two USB slots on the front of the console.
Move up to the "My Xbox" section on the dashboard. Scroll to the very far right of the section and select "Music Library."
Select the storage device on your 360 that contains the music files you wish to transfer. This will most likely be your "Hard Drive."
Scroll through the list of music until you find the music you wish to transfer. Select the music by pressing the "A" button.
Select the "Move" option. Choose the USB flash drive from the list of devices. Wait for the transfer to complete.