I let someone borrow my keys and they lost the cover to my dell USB memroy key (jump drive). Can I buy another one of these at store? Can I buy one from Dell?
By cover I mean the the end piece with the clip.
The answer to this is no.
What General Questions needs is more posters who answer their own questions. Welcome to the Straight Dope, Kel Varnsen! 
I just got back from the Walmart parking lot and I actually found the cover. What are the odds?