What you want is Windows On The Go. Google that and decide if it's worth doing.
What software can I use to run a any Windows compatible program on any Windows computer from my thumb drive without having any impact on the host systems files, file structure, or file system? I am looking to make my programs portable. If I can make my "desktop" portable as well that would be a bonus.

Chowhound
Comic Vine
GameFAQs
GameSpot
Giant Bomb
TechRepublic