NOVELTY - An exercise system has an exercise machine and a data storage device for use with the exercise machine. The data storage device stores user-specific data pertaining to use of exercise machine by a user. The data storage device has an interface for receiving information from the exercise machine and transmitting information to the exercise machine. The data storage device has a memory for storing user information such as user identification or user-specific operating parameters for the exercise machine. The interface has mechanical connection of data storage device to the exercise machine.    USE - Exercise system.    ADVANTAGE - Exercise data storage device is provided to enable individual to record and download performance data for number of exercise sessions that is freely utilized with varying exercise machines. Provides capability to connect the data storage device directly to specific exercise machine and thus provides interface between the data storage device and exercise machine for the recording and/or downloading of performance data for individual in conjunction with other information such as the individual's identification (ID) or settings for that exercise machine. Data storage device allows for the wireless downloading and recording of performance data obtained by the data storage device from either piece of exercise equipment, and/or a number of sensors disposed on the exercise equipment and/or on the individual that transmit performance data signals to the data storage device.    DETAILED DESCRIPTION - INDEPENDENT CLAIMS are the following:    (1) an exercise method;    (2) a USB device;    (3) an integrated circuit for a first peripheral USB device; and    (4) a method of establishing communications between two peripheral USB devices.    DESCRIPTION OF DRAWING(S) - The figure shows the side view of a multi-functional USB exercise data storage device utilized in a wireless configuration to record performance data from multiple sensors.    Data storage and communication device (110)    Console (114)    Cycling exerciser (116)