Since I forget/get lazy/too busy to build the portable app again, here's the steps Zer0 shared with me awhile ago.
This is recommended in a virtual OS or a nearly new OS, to avoid capturing any other data/registry entries. This also helps reduce the amount of time it takes to scan your system.
Obtain and install an app called VMWare Thinapp.
Run it and do an initial system scan.
Afterwards, install RPG Maker VX Ace and either proceed to enter your registration key or crack it.
After you know you can successfully run it, click the thinapp and do the second scan. If I recall correctly, it'll grab all new registry data, all new files, etc.. since the initial scan.
It should also ask you what executable to run, select your rpgmaker.exe here.
There might be another step or two in the app wizard, but for the most part, this is it and your program will now be portable. It is recommended to do this process on the operating system you're going to be running the portable app on. So if you're going to be using this at school that still runs Windows XP, do the process on a virtual machine running XP. This will help prevent a bug like below.
Quote from: ForeverZer0 on June 25, 2011, 07:18:57 pm
Known Bugs
I have found that it sometimes generates an error on starting the application on 64-bit versions of Windows 7. I haven't found a fix for this other than to continue to try and start it, which I have found after enough times, will start. Other versions of Windows I have tested work fine.
If you're going to be running your portable RPG Maker on 64-bit Windows 7, then do the above process on a 64-bit version of Windows 7. I remember testing it myself one time and the error was no longer there.