No it is not a memory stick.
the bluetooth apator will allow bluetooth enabled devices to connect to your pc. I doubt if your camera is bluetoothed, but your mobile phone maybe.
Did the camera come with a USB cable and a CD with divers?
If so plug in to the camera into a USB port and switch on XP will recognise the camera as another hardrive and you can use explorer todrag and drop files from the camera to the hardrive.
model of PC and operating system, model of camera?