This video shows you how to make portable applications from (some) regular applications using free software. The software used in this video is listed below:
http://inshame.blogspot.com/2007/10/how-to-make-portable-applications.html
http://portableapps.com/node/9909
As I have stated before in one of your previous articles, I think this is a very interesting subject and would generally love to read more about it.