Can't change (keyboard) language when running from a temporary location

System is Windows XP.
Current version is the English version of fireFox portable 3 (probably 3.0.2).
I installed an older version under C:\Program Files\some\more\sub\dir. It got updated to 3 (probably 3.0.2), which worked.
Some time ago the administrator tightened the security of the machine. I don't know what exactly he did. However now, when I use the "Run" box to get the path for my installation and execute it, I am asked to confirm to fireFox to run from a temporary location (Is it copy files to a temporary location because some default directories are ro?) Anyway, here is the problem:

with any other app on the machine, LEFT ALT + LEFT SHIFT let the user choose another keyboard language (from the keyboard languages that are installed in the machine). That use to be the case when fireFox did not had to run from a temporary location. But now those keys does nothing as far as fireFox is concerned.