Lost data settings when opening data-files (torrents, mp3's, etc)

When I made a shortcut on my desktop and changed the path to open in, Firefox lost all settings. Most settings were still there when opening via PortableApps, but some were lost.

Same for opening torrent files, I set it to use uTorrentPortable as default application, but this only works when

How can I open files properly with Portable apps? I don't want to load all programs when there is no need to, but I'd like to be easily able to open text-documents (notepad++), music (coolplayer), torrents (utorrent), password-files (keepass).

I am still somewhat excited about Portableapps, but I'd hope these issues could be solved. Also I would've found it nice if portable apps could be pinned to the task bar, but unfortunately this is not the case due to a multi-exe issue.