Windows wants a flash drive to set up a secured connection?

Hi, I hope you're well.

I'm helping someone with this and am a bit confused. I've only talked to her over the phone, so I don't have all the details I'd like. Also, she's computer illiterate.

Basically, her Windows (not sure which version) is telling her that to set up a secured connection, she needs to use a flash drive for some reason. She thinks she is able to get online right now, but only through an unsecured connection.

I don't think a flash drive is needed for this process, but as I am not even sure what this process is, I'm rather confused. Does someone have more information? What exactly is Windows asking of her right now? Her main thing is just to be able to connect to the Internet securely and easily.

Thanks,
Vic

How if your friend adding the wireless connection? It almost sounds like she's using the connection wizard and Windows is prompting her to save the wireless key. More info here.