Brilliant idea, thanks.
@PoP: please show some link or explanation of the type of cables you are talking about.
I have a Galaxy S2 with Android 4.0.3 and Kindle Touch, with the recommended OTG cable. Of course a regular USB cable sits between the OTG cable and the Kindle. It connects nicely, but disconnects immediately. With regular USB sticks the connection is very stable indeed. So my hint is that I need more power for the USB connection, but I do not know how to get it.
I tired other ideas as well: WiFi file server on the Galaxy, with the WiFi AP on the Galaxy. Works brilliantly as for the Galaxy, but the Kindle cannot connect to a WiFi access point that itself is not connected to the internet.