Now that you have your print made you may need to clean it up a bit. The black version (High Definition Acrylate) that I received required a bit of sanding (220 grit) but it all depends on the material that you printed it in. I didn't sand the pink version (Strong & Flexible Plastic) as it was pretty smooth already and was also more porous than the acrylate. But overall Shapeways cleans them up quite nicely beforehand.

Before you glue in your usb drive make sure you aren't going to put it in too deep or the contacts won't connect to your computer. I suggest plugging your usb in first without the 3D printed case and marking with a pencil where it sticks out of your device. Then you know you can only insert it in the 3D printed cavity that far.

Then apply some glue. I used epoxy but I guess anything that will bond to metal and plastics could work. You don't need very much, just a dab, as the usb should fit snugly already in the 3D printed case. Make sure to not get any epoxy on the electrical contacts either or it could render your flash drive useless.