I discovered the Website http://www.alwaysonpc.com/ This is a kind of VPN Software wich would be much more usable if I could use it on an USB Stick, because i often use different PC's.
http://www.alwaysonpc.com/deutsch/thanks.php that should be the downloadlink for it 
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AlwaysOnPc
July 14, 2013 - 3:22pm
#1
AlwaysOnPc
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A couple of things:
a) Your download link doesn't work directly - you have to sign up for an account before you can download the app.
b) Everything I can see on the site says that it is the client to access a remote virtual PC via Android and iOS - so no access from a PC, therefore we can't make it portable.
EDIT: I see they do have a PC version, but it is 5 day free licence only after which you have to pay for it.