Tested Hey, Joe!: Not Portable
Wrote Settings to HKCU\Software\AMP Soft\Hey, Joe!
Download: http://www.ampsoft.net/utilities/HeyJoe.php
Also...
Tested NetMonitor: Not Portable
Wrote Settings to HKCU\Software\AMP Soft\NetMonitor
Download: http://www.ampsoft.net/utilities/NetMonitor.php