Sandisk gives you an app that allows you to connect to the Flash Drive's WiFi and transfer files. You can either connect via USB on the Mac or connect using a WiFi network. But what was not very clear was how to do this if you wanted to connect to the drive and upload or download files to and from your Mac wirelessly.
I tried to do this once I had connected to the drive's WiFi network and using a browser (as they suggest) to connect to the given URL. The address is served from the Flash Drive's WiFi network and in turn shows you the files on the drive. But I could not see my files and realised the page was being directed via my Ethernet connection across the Internet to a SandDisk page telling me the drive was not connected.
Turning off the Ethernet connection fixed this but it was not especially convenient. And the webpage that shows the files on the Disk is basic HTML which does not allow you to upload files.
The goal was to not have to disconnect the ethernet and have the SanDisk URL only connect over WiFi. And then to be able to upload or download files on the Mac over WiFi and not have to plug the drive into a USB port. The flash drive uses a simple server so using its IP address I then tried to connect to it via my FTP program (Transmit). The connection was refused. So instead of using FTP protocol I tried WebDav.
I had set already set a password using the Sandisk app but the connection just ignored this fact and just connected. The folders and files where listed and I could send and pull files no problem, and I did not need to disconnect from ethernet.
The other thing to note is you can use Bonjour and connect to the flash drive within Safari. But you will not be able to do much. The best way is to use an FTP program that can use Bonjour or WebDav. The drive it seems has a .local name along the lines of sandiskxxx.local. The xxx is probably part of its MAC address.
[crarko adds: This sounds like a cool, if somewhat pricey, device. It looks like it's also intended to be used with iOS, Android, and Kindle. It would be worth also trying an SMB connection, although WebDAV looks like it is the native protocol. SanDisk says it supports Snow Leopard and up.]