How do you?

You can't. What you CAN do is rename .u3p to .zip, since that's really what it is, but it WILL NOT work properly with the PortableApps Menu. I once entertained the thought of writing a PAF launcher that could do that, but ended up thinking there really wasn't much point, unless you happened to have any paid U3 app licenses and you wanted to ditch U3 entirely, which would be a valid reason. I may still consider it, but I'm busy with school and other stuff, so not very likely.