In the WinUAE application included with AmigaForever, there should be a small button gadget to one side of the ADF text gadget. It will pop up a file requester for you. I think it is marked with an elipsis (...) .
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After reading that you're using the Knoppix Linux LiveCD feature of AmigaForever, that changes things. I don't know if Knoppix contains the drivers for USB drives. Maybe you'd be better off burning a custom CD that will boot to a version of Linux that has USB drivers installed or don't boot from the CD. :oops: