Installing and running programs from your USB flash drive, can be a hit and miss proposition. You need to find programs that don't have dependencies on being fully installed on to a computer's hard drive in order to run.
For example, Microsoft Office can not run from a USB flash drive. When the application is installed, it installs its support files all over the computer's hard drive for various reasons (which I don't plan to discuss). Microsoft Office is not the only program that has this requirement, several other applications from several different vendors can't be run from a USB flash drive.
The real trick is finding programs that don't have installation dependencies in order to run. These programs are primarily written by small software vendors and can come in all shapes and sizes. I generally classify these programs in to two groups, ones that don't require a folder structure to run and ones that do.
There are some programs that all you have to do is copy one or two files to the USB drive and its ready to go. There are other programs that require their own folder structure to run. A lot of the time the only thing you can do is copy the program files to your USB drive, and try to run it.