The evolution of the portable data storage market has been rapid, lucrative and dangerous. Long gone are the days when you needed identical tape drives and software on both computers. The traditional floppy disk market and local tape markets were superseded by the super-floppy and zip drive. Now even they are disappearing as this market evolves. Thanks to its large capacity, portability and simplicity, removable media have become some of the most popular types of storage device around today. Because they are very cheap, memory sticks have become the obvious way to store information, business proposals, accounts, client's details, marketing plans and so on. The arrival of the MP3 music player has had a significant impact on this market. While Apple sees music as the only reason for owning an iPod, their competitors have simply created large USB stores with some built-in music software. An increasingly large number of people now view their MP3 player as both a data and entertainment tool. The danger here is that, as an entertainment device, it falls below the radar, and with storage capacities set to exceed 80 GB by the end of this year, there is a serious threat to data protection. The article considers some of security measures that can be taken.