PNY USB 8G stick

I been looking for someway to install a downloader manager program application onto a PNY 8G stick so that when I download the updates or programs from the net? So that it keeps the original date so that when I get home I can compare with the updates at home to make sure it isn’t the same update or download. I use free downloader manager to keep the release date close to the software date so I can be sure I am getting the right update. I would like to install free downloader manager onto the flash stick but wasn’t quite sure how to go about it if it is even possible.