USB Pen drive...Which one to run programs from?

[NetGuySC]

I want a USB pen drive to store some small programs and info. I hear that it needs to have an integrated cpu to be able to run programs from it.

The only one I found is the Disk on Key drive..but is the integrated cpu something that I really need? I am not to concerned about transfer rates so a USB 1.1 is fine.

Any help on this would be great for I am having a hard time finding pen drives with the cpu.

Thanks,