I just tried adding "Cave Chaos 2.exe" in a folder directly under PortableApps. It runs fine when I launch it from Windows Explorer, but when I launch it from the PortableApps menu, it gives a "memory access violation".
I suspect that this memory problem occurs for a host of other programs as well (when launched from PAM), assuming that Cave Chaos 2 is just an ordinary memory hog.
See: http://games.softpedia.com/get/Freeware-Games/Cave-Chaos-2.shtml
The first thing to come to mind is that the PortableApps menu seems to keep the executables in that first folder below it open all the time, probably to get its information and read its icon. (Try deleting one of those folders without exiting from PAM first.) Could it be that the Cave Chaos program is trying to do something weird with itself, but the PAM is keeping it locked?
You could test it by making a rudimentary "launcher" exe for the program; PAM would only keep the launcher locked, and the Cave Chaos exe could do whatever it wants (assuming the launcher doesn't keep it locked in turn).
MC