yes, gollgagh, that's it. there are SD cards at buy.com that are branded SanDisk cards, and they're 8-10 dollars depending on the day. go with 16gb sticks if you can - they're not much more, and 32gb is almost enough to put every game i've got on there (i'm currently at 47gb if you don't count the repeats in different formats...and yes, i own them all).
be warned that the transfer speed from your computer to it is atrocious. around 6-7mb/s, in general. takes half an hour to transfer 14 gigs. however, load times from it are pretty low.