Pro Duo Adapter Purpose Of A Memory Stick PRO Duo Adapter?

Purpose of a Memory Stick PRO Duo Adapter? - pro duo adapter

I recently purchased a Sony Cyber-shot 8.1 MP and a memory card to fulfill.

The package from the memory card (which is a SanDisk Ultra) II 2.0 GB, there was a memory card adapter and a "free" that accompanies it.

My questions are: What shall adapter, how it works, and what is the card you use?

Thank you!