I bought this SanDisk USB jump drive thinking it was simply a USB jump drive.
Turns out it's a "U3 Smart Drive", which can have special 'U3' compatible apps installed on it which then then be run from any computer with the jump drive connected.
The first program I thought would be good to have on something like that, is Spybot S&D.
This is the Developer's Area for the U3 standard.
I hope this helps you. If you create a U3 version, it would certainly help me.