Items needed:
Memory Stick Pro Duo chip
Memory Stick Pro Duo > Memory Stick Adapter
Suggested items:
Micro Flathead
Loosen the metal from the plastic a little or none at all. Who knows?
Pull the metal away from the plastic end. Don't Pull it off upward, it should slide out.
Line up the MSPD's pins with the adapter.
Slide the metal part back on. It should secure the chip in position with pressure.
Don't go crazy with throwing it around and it should stay. You can always use glue or something if you don't mind.