You also have potentially another option. Sandisk has been manufacturing newer versions of their USB drives which are marked "U3". U3 is some combination of hardware and software on these new generation USB flash drives which tries to solve the issue of running software from a memory stick on a public or host computer.
As it has been mentioned in further replies on this forum. One of the problems in running from a flash drive is that there are many times that additional installation files are required, such as DLL files.
Now the big catch for these newer U3 drives is that in order to run software from the flash drive, you must have the program converted and made U3 compatible. If you do some reading on the U3 drives, you will notice a whole bunch of software manufacturers releasing U3 compatible versions of some of their software; such as Winamp, Firefox web brower, etc. The downside is that some of the software is free, while others are not. (It would appear that U3 is simply another opportunity for software manufacturers to cash in on another verison of software).
Therefore the question is: How can someone "convert" existing software to the U3 standard? Well, I stumbled upon a piece of software called "U3 Package Factory" and it's FREE for non-commercial use (http://www.eure.ca/
). This software can convert software to U3 versions and can run on these SANDISK flash drives.
There is a catch however, the software that you want to convert cannot rely on the computer's registry too extensively....and the software cannot be too terribly complex. However I have had quite a bit of luck in converting various piece of software for my own purposes. In some cases, one must install the software on a computer so that you can package the EXE file as well as the DLLs too.
Anyhow, hope this might have piqued your interest (or anyone else's)....