You might have noticed that some USB sticks come with a menu similar to your start menu and also applications. I have a Sandisk U3 cruzer USB drive and this has an application called U3 that enables this kind of menu and many applications can be installed onto this.

There is another way you can achieve the same. You can download Portable apps from the below link.
http://portableapps.com/

Here is a statement from their website:
Now you can carry your favorite computer programs along with all of your bookmarks, settings, email and more with you. Use them on any Windows computer. All without leaving any personal data behind.

Once you have installed the portable apps suite, you can select various portable versions of applications like:
- Mozilla Firefox
- Opera
- Filezilla

There are SSH, Anti virus, directory sync, music players, chat clients etc available as portable apps. This is very interesting and useful.

One portable app I love is called Alway Sync. This is a free program that can be used to keep directories in sync.