Originally Posted by Miikka
If you have added "Persistent Storage" when creating the live-usb-stick you should be able to store files and applications.
Fedora is best for self-installation automatically, imho ( v. Ubuntu)
you have persistent storage or not . . .
install a program with the yellowdog update manager - yum
but yes, everyone is of course right in that you wont be able to use it next time without persistence on the usb stick.
Fedora is by far the best . . . yum install or pick from yumex usually automatically also installs.
Also rpm packages will if entered/clicked on often automatically self-install.