If you have more than one memory stick and you wanted to carry around the extra, here are a few suggestions from other P800 users.

Making a clip to hold the memory sticks
Difficulty: Need to have materials and skill to make clip.
By: p800doc
URL: http://www.angelfire.com/bug/p800doc/

     

Use a rubber band
Difficulty: Finding a rubber band
By: p800doc
URL: http://www.angelfire.com/bug/p800doc/

 

Use the back housing of P800
Difficulty: Duhhh...?!?!?
By: clict
URL: http://www.users.bigpond.net.au/seecreative/youholdmystick.htm