shareaza cannot be configure to be installed all in one directory. It also makes extensive use of the registry to store settings so you would not be able to put it on flash memory and use it on multiple computers. There is an old portable version that I once created that uses a VM. I think it is based on 2.3.1.0 (I remember it has that Christmas theme still) so it will not support all the security filter types that are currently supported and will not connect to DC++. Here is the magnet link if you are still interested:
Shareaza Portable EN.7z