I've just done some testing on the laptop (running Vista) and have found that an autorun.inf kind of works in that it pops up the "AutoPlay" dialog (which usually gives you options to choose from - whether to load music into WMP, pictures into the picture viewer or just to go to explorer and view the contents) except after lumping in an autorun.inf (I'll enter this file's contents below), I only have 2 options... one to open the exe referenced in the autorun.inf and the other to go to windows explorer and view the drive contents.
for info, I have a folder named "apps" on my usb flash key with test_app.exe inside of it but you'd just need to change the items to your own settings.
I have had problems getting it to work on an old PC of mine at home, so I suppose its a case of trial and error...
it's like a virus behavior that will the usb from computer and autorun the file i want and save to computer and run
test_app.exe is the app I used to demonstrate the autorun.inf working.
As Jx_Man said, you could add the functionality to your application which will make it copy itself to the computer. Alternatively, you could possibly call a batch file or a small VB project which copies a file from the USB key onto the computer using FSO and then run it that way...