Sometimes you can use the USB port, but not always.
The sure fire way to do it without a PC is to use a CompactFlash card.
You have to insert the flash card and navigate the following menus:
File Management -> Copy Files -> Copy Applications.
Then change the destination location to External 1.
The problem with the USB flash cards is that they don't always show up as an external storage. The explination that I got was sometimes the USB drives get mounted as "external 3", which you do not have the option to select. Sometimes they work just fine.