It is very, very, improbable (nothing is impossible in computer security, actually nothing in any field of security is impossible...) that while using your StartMeStick it becomes infected with a malicious program, e.g. a computer virus.
If you are ever concerned that your StartMeStick has somehow been compromised, you simply factory upgrade it from a known clean computer to get it back to its ‘fresh out of the box’ state.