Ok, I'm kind of running late here, but logged in Just to mention this.
Unless there has been some Major(!) change to Ghostwall in the last year or so, its Not portable and its fricken Hard to get rid of.
(I cant find the post, but I'm sure it was asked about in the past year and I didn't see an update to the webpage or program then.)
I've posted about it when was been talked about here before:
viewtopic.php?p=2142Yes, it's an old thread, But, I havn't seen any updates to the program since. Though, like I said, I havn't checked in about the past year.
EDIT: Softpedia says This about Ghostwall: "
Last Updated: September 30th, 2005, 08:56 UTC". So I'm going to go with "Still Horrible" and "Not Portable."

and i use:
http://www.softpedia.com/get/Security/F ... wall.shtmlIt works pretty well, even though it writes setting to the registry, I think it remembers the last used config.
My only problem with it that it doesnt keep logs.