Since from version 3.0 on Filezilla developers have been using the local folder of each Windows user for storing Filezilla settings and the portable edition is no longer updated there's a small workaround:
1) Download the zipped version of Filezilla 3.x.x from:
http://filezilla-project.org/download.php?type=client
[FileZilla_3.x.x.x_win32.zip]
2) Unzip it in a folder of your choice
3) Create an empty .BAT file: start_filezilla.bat
4) Open it by a text editor and copy/paste the following lines:
setlocal set USERPROFILE=c:\ cd /d %~dp0 start filezilla.exe endlocal
5) Save start_filezilla.bat in the main Filezilla folder
6) A double click on this file: start_filezilla.bat starts Filezilla 3
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settings, site list, queue etc will be stored in the main Filezilla directory, and the Filezilla directory can be copied on a stick or onto another drive without any problem.
You should always start Filezilla using the batch file! If you start Filezilla from the .EXE directly, it will re-create all the settings, queue etc in the WIN_USER folder. I would suggest to create a shortcut to start_filezilla.bat on your desktop.
Good luck!