Well, I see Sigil 0.9.2 is actually listed here as needing an update.
Do note that you can now set the configuration directory of Sigil via the env var "SIGIL_PREFS_DIR".
This is new in 0.9.2, probably a lot better than copying to/from %APPDATA%
[Mod note: This isn't technically a bug, but moving the comment to a post this way allows us to more easily track it.]
Sigil Portable 0.9.3 switches to using the environment variable.
Sometimes, the impossible can become possible, if you're awesome!