Google search: Package Factory For U3 (Note: this is not a U3 App, but it does make them.)
Download it and install
Drag and drop a program folder from your program files into the Package factory window and click create.
When it gets done, save to the desktop.
Then, go to the U3 menu and go to add programs, and then from my computer.
In the browse box go to the desktop and find the U3 program (hint: ends with .u3p)
and it will install your program.
Not all programs can be made into U3 apps!