Portable installer

I have an application that uses 4 execute files
However trying to use portable installer dose not
allow that.
I do not know what to do
Any help will do
P.S dose any one has a script for making
a portable application with multiple exe ?

Further more trying to use the application with one exe
Give me a CLOSE application on error.
I wish i new what is wrong. I think i do not use the program
as the developer intended .