Backing Up a SQL Server 2000 DB: What Medium?

I am waaay over my head here.

Background: I rely on, but am not the tech person responsible for, a mission-critical database that for purposes of discussion I will call My Pretty Database. My company does not have a tech person. It has one person more knowledgeable than I who is uninterested in issues such as db maintenance.

Until recently, the underlying data in My Pretty Database was managed by a program using TopSpeed. We have now converted to the fancier version of the db program, and it relies on SQL Server in any one of a variety of flavors (we opted for SQL Server 2000).

I therefore am learning how to back up a SQL Server db (because I am not confident that my company's overall nightly backups of the entire server will leave me with readily recoverable data in the event of a disaster). My specific question in this post is...believe it or not, after all that background....can I use a Firefly USB drive as a destination of the backups of My Pretty Database? Or should I purchase an external HD?

Grateful for any advice,

FJM