All I mean by backwards compatible is that if you have a camera that takes a Memory Stick Pro Duo, I dont think it will take a Memory Stick Pro because its physically bigger.
If you have a camera that takes a Memory Stick Pro, then you can get either card, as long as if you get the Duo you also get an adapter.
Best thing is to have a look say, here:
www.mymemory.co.uk/
Do a search on 'Memory Stick Pro'.
You'll see there are three options. Click on the 'info' button for the SanDisk 512MB Memory Stick . You'll see that theres a 'is my device compatible' button. Check if your camera is on there.
If you go back to the search (or do it again!) then you'll also find Memory Stick Pro Duos a bit further down. There are lots more options. Looks like you'd have to buy an adapter separately but you'd have to check.
Basically, I'd say - check the compatibility as above - if you are sure it requires a pro then just get one. If you aren't then get a pro duo and an adapter.
Other things that will probably do your head in:
Dont worry about 'extreme' and 'ultra' versions - thats for professional photographers who need really quick downloads and I don't think its necessary.
Dont buy 'micro' or 'microSD' or something similar by accident. It can be really confusing.
Don't feel you have to buy Sony - its not necessary - Sandisk or Kingston should be fine and cheaper. (Having said that, this seems like a good deal)
Don't feel you have to buy bucketloads of memory. Really 512MB is quite enough for photos, however for movies you might want more(check your cameras limit - mine is 2GB)
It does depend on the camera you have though. The last one I had was 2Megapixels and a 128MB card held hundreds of photos. Obviously if you've got a 6MP camera, it will hold less, but then you can download them onto your pc anyway and delete from camera.
Hope that helps!
as an asides, amazon do some good deals on memory cards, so its worth having a look there