PStart doesn't neccessarily have to be installed to your hard disk. Execute the installer and choose: you can install PStart to your local hard drive or a removable device.
Unlike Windows shortcuts, PStart uses relative paths, when installed as a portable application. If your USB key drive gets another drive letter when you insert it into another computer, your portable applications still can be started properly. This means you can also use PStart to start applications you burn to a CD (and don't know the drive letter either).
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