Are you talking about so you can have a backup which is not in the laptop?
what you need to do is navigate your way to documents, sports interactive, football manager 2010, and then copy your games folder onto the pendrive by selecting the games folder and right clicking and chose the copy option. then navigate your way to your pen drive and select it. then wait for it to copy the data. also i would suggest using a rolling autosave whilst you play the game.