Wouldn't it be great if you could autoboot programs from your Pendrive? PeToUSB is a simple Windows application for formatting and making bootable USB Flash Memory Drives and USB HardDisks.
Normally, it's not possible to do this on a Pendrive but PeToUSB works by creating a FAT16 partition so that the device auto-executes in Windows.
However, you'll have to make sure that your system's BIOS supports this function - most modern PC's do but there are some that will not.
One of the advantages this presents is when you've had a major hard drive error or have had problems booting from Windows.
It's also useful if you need to run a virus scan without starting Windows in the case of really serious problems. A simple, powerful program that's only let down by the fact that it won't work with all BIOS.