choose the usb memory/sd card as the destination to install to.
As Audeal mentioned, most programmes, (though mot all), make entries in the registry as part of their install routine. When this is the case you will not be able to the use the devise plugged in to another PC and ise that programme, (in case that was your intention!)
Having said that, there is a free graphics programme called "The Gimp" and there is now a version of that made specifically for installing on cards so it can be used anywhere. I've installed it on a flash card so I can now do useful graphics at work, where we dont otherwise have graphics software installed.
Thank you all for replying to my post. I did intend to use a programme on another computer.Policy at work does not allow installation .However other responses have helped me choose software that will enable me to do so. Thanks again for all your help.