There are some type of USB flash that you could install Anti-Virus and some application on them. Note that you should install compatible version with those USB.One of these usb drive is called U3:
McAfee have a product that you could install in your USB if it is U3:
http://home.mcafee.com/Store/PackageDetail.aspx?pkgid=269
But better solution is that if your Windows 7 support Bitlocker to go, then encrypt your USB with password and always have back up of your data
Also make sure your Anti-Virus is update and real time protection is on, whenever you insert a external devices such as Flash memory.