The page for GIMP portable states that it can easily be run from a CD by just running it once and then burning it to CD. This doesn't work though, because GIMP can't get a functional swap file with this method. I tried changing the path of the swap file to a Desktop folder in "preferences" but it just makes an absolute path that doesn't work across computers. I also tried messing with gimprc but I can't find a way to create a relative path swap file for multiple users/computers. When I run GIMP, it always seems to interpret the gimprc swap path as relative to the GIMP install on the CD. I'm using windows 7.
As apps have grown more complex and optical drives are being left off most machines, we no longer maintain read-only functionality in our launchers. As specific apps lose the ability to work in that fashion, we mark them as no longer working/supported. If a developer is interested, we will accept patches to get specific apps working again, though.
Sometimes, the impossible can become possible, if you're awesome!