Decide if you want U3 or not. If the drive comes with it and you don't want it, take the proper steps to get it off (not just delete files like I tried).
Otherwise when you plug it into a machine that doesn't have autorun disabled, or you forget to hold the Shift (?) key down, the U3 drive will load stuff onto the machine. I think it's supposed to remove the stuff when you take out the drive, but doesn't always. The stuff may be harmless, but people may not want you leaving droppings on their machines.
I might not have all these details right, but my point is to watch out if you want to avoid or understand the U3 behavior.