I would have with pleasure Sockso for the PortableApps.com Platform. Indeed, the program is portable, starts under Windows, however, only by a .bat file.
Sockso is a free, open-source, personal music server for everyone! It's designed to be as simple as possible so that anyone with a mouse and some mp3's can get their friends listening to their music across the internet in seconds!
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Things like servers are not as useful portably as your IP address changes as you move PCs, so your friends wouldn't be able to find you, anyway. So, as a general rule, we don't do them. We make exceptions when there is a big use for it (as with XAMPP - Web/Database/FTP server - since it is very useful for developers working).
Sometimes, the impossible can become possible, if you're awesome!