Free Download Manager is now portable freeware friendly. The latest version (2.5.713) allows one to create a portable version. This is done by first installing the program, and then going to the File menu. There is a menu entry, "Create Portable Version", and all you need to do is specify a directory to install the portable version to. Once this is done you can uninstall Free Download Manager.
The current version allows bit torrent and flash video downloading, and even has a uploading manager.
This version allows you to carry your history along, including unfinished downloads. This is different from the standard version, which saved your history on the PC you used. I used the standard version on my USB drive, and this was a bit of an annoyance.
I think this version of Free Download Manager qualifies for inclusion into the Portable Freeware collection.
http://www.freedownloadmanager.org/