I created a launcher for Yahoo Widgets using the PortableApplication Template.
This is the launcher only, but include instructions on how to download and extract without having to install to PC.
If you have it installed however you can just copy the files to the app\widget directory.
Updated the launcher for 4.0 version.
You will have to download the installer and extract the necessary files using Universal Extractor.
The widgets are stored on the flash drive and not copied to the local profile folder, it takes to long to copy all the widgets all the time.
so don't use the widget gallery widget.