USB memory stick help? (Recycler, settings?)

I'm currently using a 1 GB Kingston memory stick (NTFS format) for most of documents and work files. I have 3 issues with the memory stick though:

1. I'd like to add a mini-Recycle bin to it, or have it use my computer's recycle bin. How?

At the moment, when I delete a file on it, the file is just gone whereas when I delete a file on my computer hard drive it ends up in the recycle bin. (My 80 GB external USB hard drive uses a recycle bin, so I know it's not a USB thing. And my computer also uses NTFS format, so that shouldn't be the issue either.)

2. I want programs that access it to remember folder settings. How?

When I open my memory stick's documents folder through Scientific Wordplace or MS Word, for example, the files are always arranged by name, and I have to rearrange them each time by date last modified to see what files I had been working on. This may be an issue on C: too, not sure anymore, but when I open the folders through Windows Explorer, the settings are correct, and I'd like to implement the same display settings when 'Open' a folder with any given program.

3. I want programs like MS Word, etc. to use the memory stick (F:\Word docs) as the default folder, and if not connected, then to go to C:\...\My documents, or whatever folder it is that they use now. Needless to say, they do remember the folders I use on my computer hard drive, but not on the memory stick.

So is there any hope? FWIW, I want to save my work on the memory stick rather than the main hard drive, so that I don't forget it on any particular computer.