See the first section of the Ghost removal guide in the topic below - the PDF has the correct steps for joining the USB stick.
There was another post about problems joining UZB sticks to HE recently...as far as I can tell they don't appear to have resolved the problems:
Hopefully you won't run into similar problems. I was able to join my UZB stick to my hub w/out issues using the steps in the PDF. I have a Silicon Labs 7-series stick that is updated to the current Z-Wave firmware.