If I remember correctly, L1020 has a usual Micro-USB port. USB OTG requires a AB port. It looks a little bit different. If you ever see Nokia N8, take a look at it's usb port, it is for OTG.
BUT some SONY's Xperia devices had OTG even while having a simple port. You can try buying a cheap USB-otg and see if it fits.
Microsoft announced that it would launch a File Manager for WP. Maybe then things with OTG will clear up..