Glad to see Putty added to the PortableApps.com lineup, I use Putty daily. You keep adding all my favorite apps.
Xming has a portable version of all the Putty apps, not just Putty itself. The Xming version stores settings and host keys as files, but can also read registry entries. The only thing it seems to lack is a way to get settings stored in the files back into the registry.
I personally prefer storing and reading the settings in files, using the registry at all seems somehow wrong for a portable app. It may be worthwhile to look at the Xming version and consider basing the PortableApps.com version off of it, or getting Xming to use the PortableApps.com format themselves.