C/C++ compiler portable

Hi,
I'm working on a very restrictive PC, so and I'm looking for a portable c/c++ compiler. At this time I didn't find any suitable application.
My first step was to install cygwin portable, installation process ended successfully but default installation does not include gcc/g++. In addition when I tried to update and install needed cygwin packages to include gcc/g++ compiler, a warning message coming from host OS (windows vista) ask me for admin user and password.
Then, I see that mingw portable includes gcc/g++ compiler, but I was unable to download an stable (neither a beta) version.
Do you know how download and install mingw?
Is any other c/c++ portable compiler?
Thank you in advance,
Fernando