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Actually, all programs RUN in RAM. They can be STORED on SD or CF cards in most cases. Some program look in directories in RAM for runtime libraries or data files, like cavuu said, but when RUNNING they are in RAM. Programs can only RUN in the RAM space identified as Program Storage. You can't put things in Program Memory. They get loaded there from Main, built-in or SD/CF storage when you start them up. The O/S can only run them in that space, and it controls what's in there.
Now, if you have utilities that you want all the time, or that start on resets, then they should be stored in Main Storage (RAM) so that even if the CF/SD is removed, they can start. That is the list deichenlaub mentioned. You want them to always be somewhere to start, so put them in Main Storage to make sure they do run when resetting. BUilt-in will also do for these type programs, but I tend to just put my backups and backup software in Built-in so that in a disaster I can restore without having to connect to anything else.
Hope that helps.
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