what i mean is taking a game originally for pc, say roller coaster tycoon, and doing something to it to make it so you can put it on a flashdrive so it can run on any pc without installation(autoplay application).
Rollercoaster tycoon 1 and 2 will probably work because they're simple games. If it's RCT3, hope you got a big and fast USB stick, or it'll take forever to load, that game's bad enough as it is.
With regard to registry files, I'm not sure, you may need to create some .reg files to make the game think it's installed.
Well as I understand it, you want to have the game installed on your own PC, as well as on a USB stick you can take round to a friend. In order to do that you'd need to install it to your own drive, then copy all the program files. However, there may be registry keys involved, or windows won't see the game as installed on your friend's computer when you copy the files over.