Many programs will run off the memory stick without help. Just place them (.prc files) in the "launcher" folder of the MS. If they have associated data files (.pdb), you can try placing them in the PALM/Programs/MSFILES folder of the stick.
There is a program called Power Run that works on the NX70, which can run programs off the MS if they can't do it automatically.
You can move programs from RAM to MS, and vice-versa using the "CLIE files" program, although there are other programs you can download to do this too, such as FileZ (freeware). Some launchers, like LauncherX and Zlauncher come with file managers too.