Doctor Who and memory sticks

Watched Doctor Who tonight. There are barely any words: that was fucking amazing.

Other stuff that I need someone's (your?) help with. Today dad took me out to Officeworks and bought me a proper office type chair, instead of the cheap small thing I'd been perching on. *pats chair* I like. Here comes the question: 2 weeks ago (thanks to Granny birthday money) I bought myself a memory stick from Officeworks, has 'Techworks' on a blue and red label. It was the only one that would fit into the USB port at the back of the laptop while the power cord was plugged in. Now, this doesn't have password protection. I spoke to tech people today, and they said to install a little piece of software (downloadable from the net), and attach it to the top level folder in said memory stick. This sounds fabulous in theory, and I'm about to go to some cautious looking (paranoid little me!), so I was wondering if you (yes, you, right there, reading this!) had any useful experience in such things? :D