Like the title says, version 0.9.4 doesn't remember the windows position (Version 0.8.6 does). But if you run vlc 0.9.4 directly from the App\vlc folder it does remember it. I searched in the VLC forums, and it seems that now the window position is stored in the vlc-qt-interface.ini file in $APPDATA\vlc\ folder. So I think there is a bug in VLCPortable.nsi in the line 237:
where is :
CopyFiles /SILENT `$SETTINGSDIRECTORY\vlc-qt-interface.ini` `$APPDATA\vlc-qt-interface.ini`
I think it sould be:
CopyFiles /SILENT `$SETTINGSDIRECTORY\vlc-qt-interface.ini` `$APPDATA\vlc\vlc-qt-interface.ini`
since vlc-qt-interface.ini has to be in $APPDATA\vlc\
(If this is the problem, line 245 also needs to be corrected)