I searched "U Antivirus" and came up empty. What is the OS of this system? Is it the system requirments that is keeping you from running an AV product? You are correct about infections being passed through USB memory devices. This is a common vector for threats to spread. If you cannot install AV on this computer, then make sure to scan the USB drives from systems with an AV product installed before transfering files to this system.
If you feel the system is infected, you might try scanning with the Power Eraser Tool.
http://security.symantec.com/nbrt/npe.aspx?lcid=1033&origin=default
<edit>Moving this thread to the Endpoint Protection (AV) forum for better visibility.