Have just noticed this too on my (original) Galaxy S since it got the Gingerbread update, presume that this is something that Samsung have changed in their Gingerbread build, as the S2 comes with Gingerbread from the factory.
On the Galaxy S (and I presume it will be the same on the S2) they have a built-in storage (either 8GB or 16GB in the original S) that looks like an SD card to the OS, but is actually built into the phone, there is also a Micro-SD card slot, that can take normal micro-SD cards. Previously these showed in the phone as "Internal SD Card" and "External SD Card", since Gingerbread they're now shoing as "SD Card" and "USB Storage".
It looks like "USB Storage" is the built-in storage space (8GB on my phone), whereas "SD Card" is the separate SD card that plugs into the slot by the battery and you can plug the card in yourself (I've got a 32GB card in mine).
Most apps don't know that there's two separate storage spaces, as this is a Samsung thing, not an Android thing. Media files copied into either location will be picked up OK by the media scanner, so you can put your music, etc where you want without any worries. Some apps, like the Camera app, have been modified by Samsung to know about the multiple storage locations and will let you save to either (configurable in the settings) others don't, and will only save to the "USB Storage" space.
I haven't had a chance to play with Kies Air since Gingerbread, so can't help you there (but I will try to over the weekend and update). But for File Manager apps you should be able to see the folder
/mnt/sdcard which is the "USB Storage" and looking down that you should see a folder called
external_sd which, if you open it is your micro-SD card. For any apps that let you pick where to save files, saving to this location will ensure its on the actual SD card.