Yes these do work , its just convenient for you as a buyer , not having to convert all those titles yourself .
Any usb cable , providing it has the mini connector on it will work m8 , i just use one from me camera
You might also want to search the web for the media converting software .
Also before you consider buying a memory stick duo which are expensive take a look at this h**p://www.darkplanets.co.uk/datel-4gb-harddrive.asp