Just thought I'd inform you all that BlueMSX, an MSX emulator that can run the original two Metal Gears (1987, 1990) and other MSX games, can run off of any USB. Simply copy paste it's program files into a file in your flash drive and you can run it anywhere!
Yeah, like I said in your topic asking how portable apps work, a lot of freeware programs are natively portable. This includes most emulators; all emulators I've seen, at least.