Any cell phone, MP3 player, camera, USB flash drive, or portable hard drive which comes up as a removable device in Windows will work. You can search it on Google.  You can do this by unplugging your device and plunging it back in, or you can turn it off, then turn it back on. Windows will ask you what you want to do; let it start PortableAppz.blogspot.com; this will open the menu. Red, looks like the Start menu, comes up on the right. Portable Firefox will keep all of your bookmarks, history, and settings on your device; it won't leave anything behind on the host computer. You can take it to a friend's house, hook it up, and all of your stuff is there. 4GB and 8GB flash drives can be bought for very cheap now online and in some stores. Corsair drives tend to have the fastest speeds.

Summary:
Select a device to host your portable applications. Download the Portable Firefox. Install their launcher menu and then portable Firefox on your device. Restart your device. Unblock Windows Firewall. Click the Firefox icon/name on the menu. Be sure to exit the menu (grey circle with white arrow) when you're done using it.