The Memory Stick is a proprietary memory device, in the beginning only used in devices made by SONY. But now they are available in mobile computers made by other manufacturers, too. The current sticks are USB devices and work with all recent kernels. After loading the usb-storage you may mount them as SCSI devices, often as /dev/sda or /dev/sdb. For older laptops see the appropriate pages at Linux-on-Laptops.

There is also a SONY Memory Stick Floppy Adapter - MSAC-FD2M. I don't know whether this works with Linux.