Okay, been using this for years and just wan't to show how its done.

You could create your personal portable applications or games using vmware thinapp. this is a very useful tool specially if you want a specific apps/games to be plug and play in your usb stick or whatever. here's how to.

Im going create a portable mozilla firefox.

install vmware thinapp.

run the thinapp setup capture

click next

start the precan

install the application and configure it to whatever settings you want

click the postscan and keep on next until the entry points. select only the application you've installed.

keep hitting next until you were asked to build the application.

you're done.