are you getting the files from a pc? if so, just plug your flash drive into one of your PC's USB ports and copy them over. a long as you have something like xexmenu on your jtag, you should be fine. all you need to do is then use the menus to copy it from the flash drive to your hdd.
PC 2 JTAG - Yes, You just plug your usb stick into your PC and drag them in
JTAG 2 PC - Yes, you just go into xex menu and the press RB and then fin your files u want to add press Y on then and click copy and then RB again press USB 0 or whatever and go on it and press Y and Paste