Many admins always bring their important standalone tools with them on a USB stick. The disadvantage of portable applications is that you always have to first open your flash drive in Windows Explorer and then search for the tool. With the freeware utility Pstart, you can launch your portable tools much quicker. The utility works like the Start Menu in Vista.
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PStart is also a portable app that can be installed on a USB stick. You can add tools and folders to its start menu easily by dragging them to the Items tab. The Search tab allows you to search for applications just like with the Vista Start Search prompt. The good thing is that PStart not only finds the tools that you stored on your flash drive but also the applications that are installed on the PC, you are currently working on. Also useful is the Notes tab, which is similar to the Sticky Notes feature in Windows 7 but better in that you can always have your important notes in your pocket.
It makes sense to let Windows automatically run PStart when you insert your USB stick. PStart can create the corresponding autostart.inf for you. Of course, this only works on PCs where autostart hasn't been disabled for security reasons. I tested PStart 2.11 on Windows 7, Vista, and Windows XP.