As already posted, with an MSDOS partition table (the default) you can have up to four primary partitions, so just make every partition a primary partition.
I'm not sure why you'd want
/usr/ on a separate partition.
/usr/ contains "userspace program files" - it's the equivalent of
C:\Program Files\ on a Windows machine.
I think what you're trying to do is put your personal files (Windows
C:\Documents and Settings\) on a separate partition. This corresponds to
/home/ in Linux.
And by "physical memory" I think you mean a swap partition. A swap partition on a USB hard disk is going to be doggedly slow, but if you have enough RAM you won't be hitting swap too much (so no big deal.)