To begin with, I would encrypt the pendrive to prevent anyone from using it. I'm using a free program called Truecrypt to do that job, it's portable and works great. Carry it in the drive, run from there and put the Excel inside the encrypted archive (remember to set a VERY good password). The Excel itself may have another, different, password. Also have CCleaner portable handy on the pendrive. It comes with an option to wipe out files securely by overwriting them (in expert hands, recover deleted files from a HDD is really easy).
If network may be a problem, you must use a good firewall. Block EVERYTHING you don't need, and only allow specific executables though specific ports, nothing more. If you're paranoid, they may try to break into your computer by the various security holes the default Windows install has, or may have installed some spyware to send info back. A firewall prevents both of those. But if they can get admin permissions when you're away, they can disable all that.
Another solution may be running the script exclusively at home, using your work computer just to start a remote session on your home PC, which contains and run the script and sends back the results. Again, if you're really paranoid, use a SSH server on your home with a private/public key authentication to avoid network sniffers and keyloggers.
And ultimately, take some legal protection. Go and register the script as your work. Then, if they get it somehow, you have the legal right to demand them for copyright violation. Optionally, you can make the script "phone home" each time it's used to get some evidence.
I'm too becoming too paranoid with security
Hope that helps.