How do you stop someone from using one of these to computers files off a computer? Well, Windows will let you disable ALL removable storage, if you're looking for a technology-oriented solution. Realistically, though, you have to trust your employees -- if any of them actually *want* to get the information off of a computer, they'll find a way.
Also note that it's been shown that IT personnel tend to have one of the highest rates of both stealing confidential files as well as infecting networks with viruses! (Although I suppose that if the "regular users" are using machines where they really are locked out of doing much of anything harmful, this is a natural consequence...)