You'll need the Jump Shot USB Cable for your Card.
Don't think so. If your camera (MP3 player, or ???) has a USB connection, you can transfer directly to/from your PC by just plugging in a USB cable. That, however, can drain batteries. Which is why many folks buy a separate "media card" reader. These readers handle virtually any brand of flash memory; and a few good deals have been posted at AT for readers which can handle several flash formats (CF, SmartMedia, Memory Sticks, etc.).
$19.95 for a JumpShot cable is a bad investment (IMHO) because: 1) It only reads USB-Enabled CF cards, which (I believe) are only made by Lexar -- i.e., JumpShot readers will NOT read CF cards from other MFGs.; and, 2) It only reads CF cards (more versatile readers are available for, perhaps, just a little more $$$).
(Lexar used to include a JumpShot cable w/ many of it's CF cards. The one mentioned here, however, seems not to include the JumpShot.)