I got a thumb drive, and yeah there are a lot of cool programs out there for it, but then i found this site:
http://www.eure.ca/. Comes in very handy for those flash drives loaded with U3 software. And if your drive doesnt have U3, if I'm not mistaken, if you go here
http://software.u3.com/interstitial.aspx, you can download it and install it on you drive. I personally like it better than the protableapps versions. But they still have a great site.