I've posted a pre-release of Sumatra PDF Portable 0.6. This updates to the new 0.6 release and uses a new launcher that retains and updates your most recently used file list. It also uses one of the new installers that I'm testing with Thunderbird, etc. Please give it a try and post your comments.
UPDATE PR3: I've refined a couple more things within the installer. It should now correctly detect removable drives that incorrectly show up as floppy drives on some systems without polling an existing floppy drive and slowing down installer startup. It also won't warn you to close the menu but will warn you to close Sumatra PDF Portable if it detects you're doing an upgrade and it's running. Please try these new features out.