Damn but its hard to run anything that doesnt leave a trace somewhere, just the act of selecting the program to run leaves traces.
The program would have to go in and actually remove the fact it was run.

Also i doubt if a system was monitoring activity at any levvel you could ever hide , simple monitors like antivirus sometime record some levels of activity, and then advanced monitoring like api watchs, you would never get away from. Still i guess U3 likely means the application by its own hand leaves no trace. I have never heard of the thing before.