Portable SWS Single EXE (Altiris SVS - Old name)

I'm a Home user. I have only one PC. But I happen to use several other ('s) computer, where we may not have our favorite software. So we may be forced to download & install the tools of our need. In India still Internet is a luxury affair. Not many have access to it.
Its my Dream to have apps in my USB thumb drive and carry them around. The Problem with other available Portable Apps solutions is the nativity of the Software is lost. For example the Start menus - they appear in the system Tray! How about the SWS running from a portable Single EXE?