Haha thanks for that! I already use AutoHotKey but I was thinking of making it more permanent (without installing AHK onto every computer).
Sadly you can't reprogram it without installing some software or fiddling with the registry on every computer you use it on since the Ducky itself is not programmable.
Yea, there's a way to create a registry editing file, but I'm not so sure it would work on all machines in this instance (not sure if the numbered folders are always the same).
You basically create a .txt document with this placed in it; (this example is for changing Caps Lock to Shift)
Windows Registry Editor Version 5.00
[HKEY_LOCAL_MACHINE\SYSTEM\CurrentControlSet\Control\Keyboard Layout]
"Scancode Map"=hex:00,00,00,00,00,00,00,00,02,00,00,00,2a,00,3a,00,00,00,00,00
The brackets define the destination and the space under it modifies/creates the registry file. Once the .txt file is created you rename it .REG and it's good to go. You do have to be a bit careful using this kind of file because if you're not familiar with or afraid of editing the registry, you can run into problems if you mess up somewhere and not know how to reverse it.
I personally like using registry edits over adding extra programs to cut down on fat, but you should stick to what you're comfortable with

edit; attached a .txt version of the above example for reference.