Although this doesn't come from Lego officially, as it's made by an Australian company called Zip Zip! it's none the less a cool toy. It's actually not that special, as all they've done is to squeeze a tiny USB memory key into a Lego block.
The Lego USB keys are available in a wide range of colours and you can pick one up in black, white, blue, yellow, red or green. They cost AU$59 plus shipping, which seems quite steep for a 1GB memory key, but I guess you have to pay for the novelty value of owning one of these.
You can buy your own Lego USB key here