You cannot transfer internal memory to the memory stick.

I assume you have transferred photos from the memory stick to the computer using the supplied Sony software.

Remove the memory stick and follow the same procedure.
Without the memory stick installed, the software will only see the internal memory.
Then you can transfer the internal memory photos.

Look at your Sony T9 User's Guide book.
First read page 23.
It will direct you to pages 60 thru 65.