You can try "PortableApps" website:
http://portableapps.com/
They create portable versions for programs that aren’t normally portable.
Only for freeware versions. They won’t deal with pirated programs.
And I think they mainly deal with programs that have open source code. Which would make it a lot easier to create a portable version of the application.
http://www.gausi.de/nemp-en.html
I am trying it at the moment, yes, seems to be a very nice player / manager.