If you are running beta…
Just insert a usb stick. TT will auto write the Scenes to the stick, root level.
The tricky thing is if you reinsert it and want the TT to READ those scenes, you need to mount the USB stick on your computer and manually remove the ‘s’ from the name that it auto-assigns to each preset file…or else the files will be overwritten next time you insert (behavior which is fine, if your sole intention is to just back-up your files; but I use it to move the files around between different TT’s, so I have to be cautious!).
Sam mentioned he wants to tweak this read/write behavior.
If you aren’t running beta, I believe you have to power down, insert USB, then power up while holding down the program key. Then it will do the above.