I've written up some information about silent installers for WinPcap. Wireshark currently offers a portable version, but it's bothersome to go through the process of installing WinPcap all the time.
Basically, you extract these files from the winpcap installer:
- npf.sys (there are three versions, for different architectures): copy it to %windir%\system32\drivers\ (unfortunately, this is the one change you have to make to the local machine)
- packet.dll (again, three different versions): select the right one, and put it in the same directory as Wireshark on the thumb drive
- pthreadVC.dll, wpcap.dll, and WanPacket.dll: put these in the same directory as Wireshark on the thumb drive