Welcome, fellow Scot, to LinuxQuestions!
Sandisk used to do a U3 launcher on their USB pen drive which would allow you to run Firefox and Thunderbird from the U3 launcher. All browser bookmarks, cookies, email contacts, etc held on the pen.
The pen drive had a small partition containing the U3 launcher plus apps from, portableapps.com.
I used to use one which worked brilliantly on a Windows XP desktop box at work ( a long time ago!)
The U3 partition was also a pain when plugged into a Linux box as it wasn't recognised, however... It looks like the U3 launcher idea has died a death.
PortableApps on the other hand may still be of some use, check here
for the PortableApps directory and here
for the PortableApps.com Platform which it all runs on; USB, PC, Cloud.
Play Bonny Jim!