Shoutbox

In a work (or two); M4D H4X.

Often there are trainers or loaders used to make it work, but not modify the host system. Instead, the trainer/loader will store settings/cache/etc in a file whenever the application would normally use the registry/profile/home/Temp/etc. Open source programs can just have a code patch applied before compilation.

Either way, it's not easy, and each program is different, there is no manual on creating them (except if you decide to make an entire operating system or virtual machine I guess). There can also be different modifications that can be called portable, bu one might use Windows Temp, while another might create a local (to the program directory) temporary files folder.