Using a local USB storage pen on a remote Windows server via Remote Desktop

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http://serverfault.com – Using the mstsc.exe client shipped by default with recent versions of Windows (i.e. Windows 7) is it possible to access local USB storage on a remote server (assume Windows Server 2008). For example, I plug my USB key into my laptop, RDP onto a Windows 2008 server, and then I want to be able to access the USB key within the remote session and ideally copy files from the USB key to the remote server's file system? Is this possible without any custom client software? I honestly thought this was possible but can't find the option anywhere. (HowTos)