eure.ca
http://www.eure.ca/

PackageFactory for U3 Now you too can convert applications to run on your new U3 USB Flash Drive. PackageFactory for U3 lets you convert any* application or EXE into a U3P Package File, for free! You can then install this U3P file onto any U3-compatible flash drive. PackageFactory for U3 works best for simple programs and applications with few support files (although you can add as many supporting DLLs and other EXEs as you need).

Now you too can convert applications to run on your new U3 USB Flash Drive. PackageFactory for U3 lets you convert any* application or EXE into a U3P Package File, for free! You can then install this U3P file onto any U3-compatible flash drive. PackageFactory for U3 works best for simple programs and applications with few support files (although you can add as many supporting DLLs and other EXEs as you need).

I wish I knew about some of these several months ago :|

Free application Portable Ubuntu for Windows runs an entire Linux operating system as a Windows application. As if that weren't cool enough, it's portable, so you can carry it on your thumb drive