Nowadays esx(i) 4.0 doesn't support adding USB devices to virtual machines.
Anyway AFAIK actually there are two workarounds to this handicap.
You can use "USB over IP" that permits from a physical host connect a USB and configure the vm to access this USB device over the tcp/ip network. You must install some (client) software in the virtual machine and in the host (server) where the USB device is connected. For example you can use this good and not so much expensive software.
Other option is connect directly a USB drive to the esxi host using the new VMDirectPath feature, to give USB direct access to the vm (just one vm). Actually the officially number of devices that works with VMDirectPath is very limited but here you can check a greater (and unofficial) VMDirectPath HCL. Finally here you can check a guide to configure it.