Not much. First, install the DM wad (which will overwrite the DML wad that was previously installed)
Then, make sure your USB is formatted as FAT32 with 32k clusters. See the Dios Mios and FAT32 guides for directions on how to do that.3
Once that is done, you can copy your sd card's /games directory and all of its subdirectories into the USB's root directory, creating a /games directory with subdirectories there. That should be it. If everything else is ship-shape, then it should work.