Basically, it's an adapter that mimics the XD card and has a micro-SD card in it. Like this:

https://www.amazon.com/Olympus-MASD-1-MicroSD-XD-Adapter/dp/B003MAMBDE

Your camera is listed as compatible. The only note of caution is make sure that you don't go over the camera's maximum memory card capacity when getting a micro-SD card.