Opening files from a thumbdrive -- is that a privacy problem?

I inadvertently opened some personal files from my USB memory stick on my company laptop, to which I do not have admin rights.
AWF

As far as I know, opening files from a memory stick does not leave traces on the hard drive. However, the file names will usually be listed under Documents in the Windows Start menu, and in the list of recently accessed files in some applications such as Microsoft Word. These can be cleared using CCleaner, which is best run with admin rights, but works without -- it might not be able to delete some files. Also, anything that has been in the PC's memory can be written to the swap file, pagefile.sys. However, this changes on a continuous basis, so I assume it would be difficult to extract anything from that.